+349.1%
VT vs DVA
+611.5%
-262.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.3% | +2.1% | -4.4% | -2.9% |
| 30D | -5.0% | +8.2% | -13.2% | -7.2% |
| 3M | -4.9% | +5.9% | -10.8% | -6.8% |
| 6M | -1.5% | -1.3% | -0.2% | -2.7% |
| YTD | +8.5% | +68.4% | -59.9% | -9.9% |
| 1Y | +11.4% | +57.5% | -46.1% | -5.7% |
| 3Y | +70.1% | +142.3% | -72.2% | +21.1% |
| 5Y | +53.7% | +75.0% | -21.2% | +15.1% |
| 10Y | +220.0% | +226.4% | -6.4% | +68.0% |
| All | +349.1% | +611.5% | -262.4% | +38.7% |
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