+942.2%
VTI vs DVA
+2,905.5%
-1,963.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -1.9% | +1.7% | -3.6% | -2.4% |
| 3M | +4.5% | -8.7% | +13.2% | +6.1% |
| 6M | +12.6% | +19.7% | -7.1% | +5.6% |
| YTD | +12.0% | +59.6% | -47.6% | -3.8% |
| 1Y | +17.3% | +37.1% | -19.8% | +4.8% |
| 3Y | +75.3% | +89.8% | -14.4% | +38.1% |
| 5Y | +74.0% | +47.4% | +26.6% | +41.7% |
| 10Y | +300.0% | +184.9% | +115.1% | +149.4% |
| All | +942.2% | +2,905.5% | -1,963.3% | +250.5% |
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