+1,216.9%
VST vs DVA
+186.0%
+1,030.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +8.9% | +1.8% | +7.1% | +8.6% |
| 30D | +6.2% | -2.5% | +8.7% | +6.6% |
| 3M | -2.7% | -4.3% | +1.5% | -2.5% |
| 6M | -8.4% | +18.9% | -27.2% | -12.3% |
| YTD | -7.2% | +61.9% | -69.1% | -17.1% |
| 1Y | -20.9% | +35.7% | -56.6% | -26.9% |
| 3Y | +384.0% | +78.6% | +305.3% | +318.2% |
| 5Y | +757.1% | +39.2% | +717.9% | +666.0% |
| All | +1,216.9% | +186.0% | +1,030.8% | +886.8% |
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 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