+63.4%
VSH vs DVA
+62.2%
+1.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.8% | -10.8% | -5.7% |
| 7D | -13.6% | +4.7% | -18.4% | -14.1% |
| 30D | -30.4% | +7.8% | -38.2% | -31.1% |
| 3M | -33.3% | -15.5% | -17.8% | -31.4% |
| 6M | -15.1% | +25.0% | -40.1% | -16.6% |
| YTD | +80.2% | +69.6% | +10.6% | +70.3% |
| 1Y | +63.4% | +60.6% | +2.8% | +57.0% |
| All | +63.4% | +62.2% | +1.2% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling