+219.8%
VT vs DVA
+212.5%
+7.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.3% |
| 30D | -2.6% | +3.5% | -6.1% | -3.3% |
| 3M | -3.2% | +1.0% | -4.2% | -3.7% |
| 6M | +0.9% | -6.6% | +7.5% | +1.2% |
| YTD | +11.3% | +63.3% | -52.0% | -0.5% |
| 1Y | +14.0% | +50.0% | -36.0% | +3.6% |
| 3Y | +75.8% | +120.1% | -44.2% | +44.5% |
| 5Y | +57.8% | +73.7% | -15.9% | +32.0% |
| 10Y | +219.8% | +212.7% | +7.1% | +129.3% |
| All | +219.8% | +212.5% | +7.3% | +129.3% |
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