+2,826.7%
VRT vs DVA
+153.9%
+2,672.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.0% |
| 7D | +13.6% | +2.2% | +11.4% | +13.2% |
| 30D | +6.8% | -2.0% | +8.8% | +7.1% |
| 3M | -3.2% | -6.3% | +3.0% | -3.2% |
| 6M | +20.3% | +19.4% | +0.9% | +14.5% |
| YTD | +79.6% | +58.5% | +21.1% | +60.6% |
| 1Y | +139.0% | +33.9% | +105.1% | +120.5% |
| 3Y | +644.6% | +88.4% | +556.2% | +523.9% |
| 5Y | +1,024.4% | +39.5% | +984.9% | +868.6% |
| All | +2,826.7% | +153.9% | +2,672.8% | +2,189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling