+688.8%
VRT vs DVA
+63.0%
+625.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.7% | +2.3% |
| 7D | +18.6% | -10.7% | +29.3% | +20.5% |
| 30D | -11.7% | -4.4% | -7.3% | -11.4% |
| 3M | -27.3% | -4.1% | -23.2% | -27.3% |
| 6M | -42.9% | -13.2% | -29.7% | -42.5% |
| YTD | +29.5% | +53.2% | -23.7% | +13.7% |
| 1Y | +21.0% | +40.8% | -19.8% | +8.4% |
| 3Y | +403.1% | +109.7% | +293.4% | +289.0% |
| 5Y | +688.8% | +64.5% | +624.3% | +570.3% |
| All | +688.8% | +63.0% | +625.9% | +570.3% |
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