+23.6%
VRT vs DVA
+42.3%
-18.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | +10.5% | -8.8% | +19.3% | +9.6% |
| 30D | -9.3% | -3.4% | -5.9% | -9.5% |
| 3M | -29.6% | -2.6% | -27.0% | -29.7% |
| 6M | -45.4% | -11.9% | -33.5% | -46.1% |
| YTD | +24.8% | +53.6% | -28.8% | +23.9% |
| 1Y | +23.6% | +41.9% | -18.2% | +19.8% |
| All | +23.6% | +42.3% | -18.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling