+397.6%
VRT vs DVA
+105.4%
+292.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.7% | +1.7% |
| 7D | +18.6% | -10.7% | +29.3% | +19.1% |
| 30D | -11.7% | -4.4% | -7.3% | -11.6% |
| 3M | -27.3% | -4.1% | -23.2% | -27.3% |
| 6M | -42.9% | -13.2% | -29.7% | -43.0% |
| YTD | +29.5% | +53.2% | -23.7% | +18.9% |
| 1Y | +21.0% | +40.8% | -19.8% | +12.8% |
| All | +397.6% | +105.4% | +292.3% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling