+1,476.2%
VTR vs DVA
+2,569.9%
-1,093.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | +7.9% | -10.9% | +18.8% | +9.6% |
| 6M | +6.2% | +17.3% | -11.1% | +2.2% |
| YTD | +17.7% | +59.8% | -42.1% | +6.8% |
| 1Y | +32.9% | +36.3% | -3.4% | +23.7% |
| 3Y | +129.7% | +88.6% | +41.1% | +97.8% |
| 5Y | +89.3% | +47.5% | +41.8% | +66.3% |
| 10Y | +99.1% | +185.2% | -86.1% | +52.9% |
| All | +1,476.2% | +2,569.9% | -1,093.7% | +785.9% |
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