+72.6%
VZ vs DVA
+193.2%
-120.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | -8.8% | +10.2% | +2.6% |
| 30D | +4.4% | -3.4% | +7.8% | +4.7% |
| 3M | -2.4% | -2.6% | +0.2% | -2.3% |
| 6M | +1.4% | -11.9% | +13.3% | +2.4% |
| YTD | +21.4% | +53.6% | -32.3% | +12.9% |
| 1Y | +20.3% | +41.9% | -21.6% | +13.1% |
| 3Y | +57.4% | +97.5% | -40.1% | +40.4% |
| 5Y | +21.9% | +65.0% | -43.0% | +9.0% |
| All | +72.6% | +193.2% | -120.5% | +42.2% |
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 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