+88.6%
DVA vs EFV
+90.2%
-1.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | -10.9% | +7.5% | -18.5% | -14.5% |
| 6M | +17.3% | +13.0% | +4.2% | +9.5% |
| YTD | +59.8% | +18.3% | +41.5% | +45.1% |
| 1Y | +36.3% | +26.7% | +9.5% | +19.1% |
| 3Y | +88.6% | +89.6% | -1.0% | +27.7% |
| All | +88.6% | +90.2% | -1.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling