+222.5%
VT vs DVA
+187.2%
+35.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +0.4% | +1.8% | -1.4% | +0.1% |
| 30D | +1.0% | -2.5% | +3.5% | +1.4% |
| 3M | +2.4% | -4.3% | +6.6% | +2.5% |
| 6M | +12.0% | +18.9% | -6.9% | +7.3% |
| YTD | +15.3% | +61.9% | -46.6% | +3.6% |
| 1Y | +22.6% | +35.7% | -13.1% | +13.8% |
| 3Y | +74.7% | +78.6% | -4.0% | +49.6% |
| 5Y | +66.1% | +39.2% | +26.9% | +47.3% |
| All | +222.5% | +187.2% | +35.3% | +138.6% |
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