-20.9%
VST vs DVA
+35.1%
-56.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.6% |
| 7D | +8.9% | +1.8% | +7.1% | +9.0% |
| 30D | +6.2% | -2.5% | +8.7% | +6.0% |
| 3M | -2.7% | -4.3% | +1.5% | -2.7% |
| 6M | -8.4% | +18.9% | -27.2% | -6.4% |
| YTD | -7.2% | +61.9% | -69.1% | -3.4% |
| 1Y | -20.9% | +35.7% | -56.6% | -22.5% |
| All | -20.9% | +35.1% | -56.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling