+35.7%
DVA vs EFV
+30.7%
+5.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.8% | +1.5% | +0.3% | +1.0% |
| 30D | -2.5% | +1.7% | -4.2% | -3.4% |
| 3M | -4.3% | +8.6% | -12.9% | -8.9% |
| 6M | +18.9% | +11.7% | +7.2% | +11.7% |
| YTD | +61.9% | +19.3% | +42.7% | +43.1% |
| 1Y | +35.7% | +30.2% | +5.5% | +12.4% |
| All | +35.7% | +30.7% | +5.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling