+297.8%
VTI vs DVA
+187.8%
+110.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.4% | 0.0% | -1.5% | -1.5% |
| 3M | +3.6% | -10.9% | +14.5% | +5.2% |
| 6M | +13.6% | +17.3% | -3.7% | +8.8% |
| YTD | +12.9% | +59.8% | -46.9% | +0.7% |
| 1Y | +17.2% | +36.3% | -19.0% | +8.0% |
| 3Y | +75.7% | +88.6% | -12.9% | +46.7% |
| 5Y | +75.4% | +47.5% | +27.9% | +51.3% |
| All | +297.8% | +187.8% | +110.0% | +184.7% |
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 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