+573.1%
VRT vs DVA
+91.2%
+481.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -9.7% |
| 7D | +2.4% | +2.0% | +0.4% | +2.3% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | -9.2% | -7.7% | -1.5% | -9.5% |
| 6M | -0.5% | +20.0% | -20.5% | -3.8% |
| YTD | +62.3% | +61.1% | +1.3% | +51.9% |
| 1Y | +109.6% | +33.9% | +75.7% | +100.9% |
| All | +573.1% | +91.2% | +481.9% | +510.9% |
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