+715.8%
VTV vs DVA
+1,278.1%
-562.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.7% |
| 7D | -0.7% | +2.0% | -2.7% | -1.2% |
| 30D | -0.5% | -0.4% | -0.1% | -0.5% |
| 3M | +5.3% | -7.7% | +13.0% | +6.6% |
| 6M | +12.9% | +20.0% | -7.1% | +5.5% |
| YTD | +18.5% | +61.1% | -42.6% | +1.0% |
| 1Y | +25.3% | +33.9% | -8.6% | +12.3% |
| 3Y | +68.2% | +91.5% | -23.3% | +31.1% |
| 5Y | +80.6% | +41.8% | +38.9% | +48.2% |
| 10Y | +232.9% | +187.5% | +45.4% | +101.3% |
| All | +715.8% | +1,278.1% | -562.3% | +206.2% |
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