+161.1%
VEA vs DVA
+187.8%
-26.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | -1.5% | -1.3% | -0.1% | -1.2% |
| 30D | -0.8% | 0.0% | -0.9% | -0.9% |
| 3M | +2.5% | -10.9% | +13.4% | +3.8% |
| 6M | +11.1% | +17.3% | -6.1% | +7.0% |
| YTD | +17.2% | +59.8% | -42.6% | +6.4% |
| 1Y | +24.5% | +36.3% | -11.8% | +16.1% |
| 3Y | +75.4% | +88.6% | -13.2% | +50.5% |
| 5Y | +61.1% | +47.5% | +13.6% | +41.9% |
| All | +161.1% | +187.8% | -26.7% | +101.3% |
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