+372.3%
EAT vs DVA
+187.5%
+184.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -3.0% | +1.7% | -4.7% | -3.5% |
| 3M | +45.6% | -8.7% | +54.3% | +48.1% |
| 6M | +53.5% | +19.7% | +33.9% | +41.6% |
| YTD | +49.6% | +59.6% | -10.0% | +23.3% |
| 1Y | +38.9% | +37.1% | +1.8% | +20.7% |
| 3Y | +589.7% | +89.8% | +499.9% | +412.2% |
| 5Y | +318.7% | +47.4% | +271.3% | +227.9% |
| All | +372.3% | +187.5% | +184.8% | +180.0% |
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