+59.9%
VEA vs DVA
+46.8%
+13.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | -1.5% | -1.3% | -0.1% | -1.3% |
| 30D | -0.8% | 0.0% | -0.9% | -0.9% |
| 3M | +2.5% | -10.9% | +13.4% | +3.3% |
| 6M | +11.1% | +17.3% | -6.1% | +8.3% |
| YTD | +17.2% | +59.8% | -42.6% | +9.6% |
| 1Y | +24.5% | +36.3% | -11.8% | +18.8% |
| 3Y | +75.4% | +88.6% | -13.2% | +58.2% |
| All | +59.9% | +46.8% | +13.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling