+1,250.4%
VUG vs DVA
+1,285.5%
-35.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -0.1% | +1.8% | -1.9% | -0.6% |
| 30D | -0.3% | -2.5% | +2.2% | +0.2% |
| 3M | -0.7% | -4.3% | +3.6% | -0.5% |
| 6M | +14.6% | +18.9% | -4.2% | +7.7% |
| YTD | +9.0% | +61.9% | -52.9% | -6.7% |
| 1Y | +14.9% | +35.7% | -20.9% | +2.8% |
| 3Y | +86.0% | +78.6% | +7.4% | +48.4% |
| 5Y | +76.7% | +39.2% | +37.5% | +46.3% |
| 10Y | +411.3% | +184.0% | +227.3% | +212.1% |
| All | +1,250.4% | +1,285.5% | -35.0% | +408.7% |
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 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