+688.3%
DVA vs EFV
+253.2%
+435.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | +2.0% | -0.5% | +2.5% | +2.3% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -7.7% | +8.4% | -16.1% | -11.5% |
| 6M | +20.0% | +12.3% | +7.6% | +12.7% |
| YTD | +61.1% | +17.4% | +43.7% | +47.9% |
| 1Y | +33.9% | +27.1% | +6.7% | +17.9% |
| 3Y | +91.5% | +90.7% | +0.8% | +36.2% |
| 5Y | +41.8% | +95.6% | -53.9% | -0.9% |
| 10Y | +187.5% | +165.3% | +22.2% | +72.3% |
| All | +688.3% | +253.2% | +435.2% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling