+1,205.2%
VST vs DVA
+212.5%
+992.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +7.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.8% |
| 30D | -17.1% | +3.5% | -20.6% | -17.9% |
| 3M | -4.6% | +1.0% | -5.6% | -5.3% |
| 6M | -9.1% | -6.6% | -2.5% | -9.1% |
| YTD | -16.6% | +63.3% | -79.9% | -26.1% |
| 1Y | -29.5% | +50.0% | -79.5% | -36.5% |
| 3Y | +297.5% | +120.1% | +177.5% | +229.3% |
| 5Y | +654.5% | +73.7% | +580.8% | +533.5% |
| 10Y | +1,205.2% | +212.7% | +992.5% | +898.0% |
| All | +1,205.2% | +212.5% | +992.8% | +898.0% |
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