+54.3%
VXUS vs DVA
+41.6%
+12.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | +0.7% | -0.4% | +1.0% | +0.7% |
| 3M | +4.8% | -7.7% | +12.4% | +5.2% |
| 6M | +11.3% | +20.0% | -8.6% | +8.4% |
| YTD | +16.5% | +61.1% | -44.6% | +9.4% |
| 1Y | +24.3% | +33.9% | -9.6% | +19.2% |
| 3Y | +74.5% | +91.5% | -17.0% | +58.2% |
| 5Y | +54.3% | +41.8% | +12.6% | +44.1% |
| All | +54.3% | +41.6% | +12.7% | +44.1% |
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