+32.3%
VSH vs DVA
+89.4%
-57.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | +2.8% | -0.2% | +2.9% | +2.8% |
| 30D | -6.0% | +1.7% | -7.7% | -6.4% |
| 3M | -42.6% | -8.7% | -34.0% | -41.5% |
| 6M | +82.1% | +19.7% | +62.5% | +73.8% |
| YTD | +117.5% | +59.6% | +57.9% | +91.7% |
| 1Y | +109.0% | +37.1% | +71.9% | +91.8% |
| All | +32.3% | +89.4% | -57.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling