+348.0%
VT vs DVA
+624.4%
-276.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | -5.8% | +8.0% | -13.8% | -8.0% |
| 3M | -5.2% | +3.2% | -8.5% | -6.6% |
| 6M | +0.1% | +24.1% | -23.9% | -7.8% |
| YTD | +8.2% | +71.5% | -63.2% | -10.5% |
| 1Y | +10.1% | +60.8% | -50.7% | -7.3% |
| 3Y | +69.7% | +145.2% | -75.5% | +20.5% |
| 5Y | +53.4% | +78.1% | -24.8% | +14.3% |
| 10Y | +219.2% | +232.3% | -13.1% | +66.8% |
| All | +348.0% | +624.4% | -276.3% | +37.8% |
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