+61.1%
VZ vs DVA
+178.6%
-117.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.8% |
| 7D | +0.2% | +2.2% | -2.0% | -0.1% |
| 30D | +7.1% | -2.0% | +9.1% | +7.4% |
| 3M | +12.8% | -6.3% | +19.1% | +13.4% |
| 6M | +1.8% | +19.4% | -17.6% | -1.4% |
| YTD | +30.0% | +58.5% | -28.5% | +20.7% |
| 1Y | +24.3% | +33.9% | -9.5% | +18.0% |
| 3Y | +84.3% | +88.4% | -4.1% | +65.1% |
| 5Y | +25.9% | +39.5% | -13.6% | +16.2% |
| 10Y | +61.1% | +179.5% | -118.4% | +33.5% |
| All | +61.1% | +178.6% | -117.5% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling