+165.8%
VXUS vs DVA
+363.5%
-197.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.1% | -8.8% | +10.9% | +3.9% |
| 30D | -1.1% | -3.4% | +2.3% | -0.7% |
| 3M | -5.6% | -2.6% | -3.0% | -5.6% |
| 6M | -2.3% | -11.9% | +9.6% | -0.9% |
| YTD | +10.4% | +53.6% | -43.3% | -2.1% |
| 1Y | +13.1% | +41.9% | -28.8% | +2.1% |
| 3Y | +68.0% | +97.5% | -29.5% | +36.6% |
| 5Y | +45.8% | +65.0% | -19.2% | +18.8% |
| 10Y | +144.7% | +193.2% | -48.5% | +54.5% |
| All | +165.8% | +363.5% | -197.7% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling