+147.3%
VXUS vs DVA
+187.8%
-40.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +2.6% | -10.9% | +13.5% | +3.9% |
| 6M | +10.9% | +17.3% | -6.4% | +6.9% |
| YTD | +16.1% | +59.8% | -43.7% | +5.9% |
| 1Y | +22.3% | +36.3% | -14.0% | +14.4% |
| 3Y | +72.0% | +88.6% | -16.6% | +48.5% |
| 5Y | +54.1% | +47.5% | +6.6% | +36.5% |
| All | +147.3% | +187.8% | -40.5% | +92.3% |
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