+572.7%
DVA vs VEU
+190.9%
+381.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +2.2% | +1.7% | +0.6% | +1.4% |
| 30D | -2.0% | +1.0% | -3.0% | -2.5% |
| 3M | -6.3% | +5.6% | -11.9% | -9.2% |
| 6M | +19.4% | +13.7% | +5.8% | +11.0% |
| YTD | +58.5% | +17.7% | +40.8% | +44.2% |
| 1Y | +33.9% | +25.8% | +8.1% | +17.5% |
| 3Y | +88.4% | +77.1% | +11.3% | +36.8% |
| 5Y | +39.5% | +57.1% | -17.6% | +7.5% |
| 10Y | +179.5% | +149.8% | +29.7% | +69.1% |
| All | +572.7% | +190.9% | +381.8% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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