+588.9%
VST vs DVA
+75.9%
+513.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +10.7% |
| 7D | -9.8% | +2.1% | -11.9% | -10.0% |
| 30D | -25.1% | +8.2% | -33.4% | -25.8% |
| 3M | -11.6% | +5.9% | -17.5% | -12.3% |
| 6M | -20.9% | -1.3% | -19.6% | -21.3% |
| YTD | -22.3% | +68.4% | -90.7% | -28.3% |
| 1Y | -32.0% | +57.5% | -89.5% | -36.7% |
| 3Y | +262.4% | +142.3% | +120.1% | +227.4% |
| All | +588.9% | +75.9% | +513.0% | +534.8% |
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