+52.4%
DVA vs VSXY
+37.7%
+14.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.9% |
| 7D | +2.0% | -10.7% | +12.7% | +2.8% |
| 30D | -0.4% | -24.3% | +23.9% | +1.6% |
| 3M | -7.7% | +1.0% | -8.7% | -8.0% |
| 6M | +20.0% | +57.4% | -37.4% | +14.1% |
| YTD | +61.1% | +39.8% | +21.3% | +54.2% |
| 1Y | +33.9% | +196.5% | -162.6% | +19.2% |
| 3Y | +91.5% | +357.2% | -265.7% | +55.9% |
| 5Y | +41.8% | +18.9% | +22.9% | +27.9% |
| All | +52.4% | +37.7% | +14.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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