+165.9%
VTRS vs DVA
+5,124.5%
-4,958.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +3.3% | 0.0% | +3.3% | +3.3% |
| 3M | +2.0% | -10.9% | +12.9% | +3.5% |
| 6M | +19.9% | +17.3% | +2.7% | +16.3% |
| YTD | +35.7% | +59.8% | -24.1% | +24.9% |
| 1Y | +68.1% | +36.3% | +31.8% | +58.4% |
| 3Y | +87.1% | +88.6% | -1.5% | +65.8% |
| 5Y | +47.6% | +47.5% | +0.1% | +33.5% |
| 10Y | -48.2% | +185.2% | -233.4% | -57.8% |
| All | +165.9% | +5,124.5% | -4,958.6% | +99.0% |
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