+192.7%
VSH vs DVA
+187.8%
+4.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +4.8% | -1.3% | +6.1% | +5.1% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | -43.1% | -10.9% | -32.1% | -41.4% |
| 6M | +91.8% | +17.3% | +74.5% | +81.6% |
| YTD | +131.6% | +59.8% | +71.8% | +98.6% |
| 1Y | +118.1% | +36.3% | +81.8% | +95.6% |
| 3Y | +40.9% | +88.6% | -47.7% | +12.8% |
| 5Y | +75.8% | +47.5% | +28.2% | +46.8% |
| All | +192.7% | +187.8% | +4.9% | +93.3% |
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