+39.9%
VSH vs DVA
+64.3%
-24.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | +14.3% | -8.8% | +23.1% | +16.2% |
| 30D | -7.9% | -3.4% | -4.5% | -7.7% |
| 3M | -19.9% | -2.6% | -17.3% | -20.0% |
| 6M | -30.5% | -11.9% | -18.6% | -29.3% |
| YTD | +85.7% | +53.6% | +32.0% | +66.4% |
| 1Y | +98.9% | +41.9% | +57.1% | +81.4% |
| 3Y | +32.1% | +97.5% | -65.4% | +14.9% |
| All | +39.9% | +64.3% | -24.4% | +25.4% |
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 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