+953.6%
VRT vs DVA
+41.6%
+912.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -9.9% |
| 7D | +2.4% | +2.0% | +0.4% | +2.0% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | -9.2% | -7.7% | -1.5% | -9.0% |
| 6M | -0.5% | +20.0% | -20.5% | -6.3% |
| YTD | +62.3% | +61.1% | +1.3% | +41.8% |
| 1Y | +109.6% | +33.9% | +75.7% | +91.1% |
| 3Y | +573.1% | +91.5% | +481.5% | +434.0% |
| 5Y | +953.6% | +41.8% | +911.9% | +809.9% |
| All | +953.6% | +41.6% | +912.0% | +809.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling