+67.3%
DVN vs EFV
+169.9%
-102.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -1.1% |
| 7D | +4.5% | -0.8% | +5.3% | +5.7% |
| 30D | +12.0% | +0.6% | +11.3% | +10.7% |
| 3M | +13.4% | +7.5% | +5.9% | +1.3% |
| 6M | +12.1% | +13.0% | -0.9% | -9.6% |
| YTD | +38.8% | +18.3% | +20.5% | +3.7% |
| 1Y | +46.0% | +26.7% | +19.3% | -2.2% |
| 3Y | +9.5% | +89.6% | -80.1% | -62.0% |
| 5Y | +125.3% | +98.2% | +27.0% | -26.9% |
| All | +67.3% | +169.9% | -102.6% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling