+231.8%
ACWI vs DVA
+186.3%
+45.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | 0.0% | +2.0% | -2.0% | -0.3% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | +4.3% | -7.7% | +11.9% | +5.1% |
| 6M | +12.7% | +20.0% | -7.3% | +7.8% |
| YTD | +13.9% | +61.1% | -47.2% | +2.5% |
| 1Y | +20.5% | +33.9% | -13.3% | +12.2% |
| 3Y | +76.5% | +91.5% | -15.0% | +49.2% |
| 5Y | +67.5% | +41.8% | +25.7% | +47.9% |
| 10Y | +231.8% | +187.5% | +44.3% | +145.3% |
| All | +231.8% | +186.3% | +45.5% | +145.3% |
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