+1,238.2%
VST vs DVA
+179.9%
+1,058.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.0% |
| 7D | +9.9% | +2.2% | +7.7% | +9.5% |
| 30D | +7.9% | -2.0% | +9.9% | +8.3% |
| 3M | +3.4% | -6.3% | +9.7% | +4.0% |
| 6M | -4.1% | +19.4% | -23.5% | -8.3% |
| YTD | -5.7% | +58.5% | -64.2% | -15.4% |
| 1Y | -18.9% | +33.9% | -52.7% | -24.9% |
| 3Y | +359.1% | +88.4% | +270.6% | +292.4% |
| 5Y | +766.9% | +39.5% | +727.4% | +672.9% |
| All | +1,238.2% | +179.9% | +1,058.3% | +906.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling