+312.6%
EAT vs DVA
+41.6%
+271.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.6% |
| 7D | -6.8% | +2.0% | -8.8% | -7.2% |
| 30D | -5.4% | -0.4% | -5.0% | -5.3% |
| 3M | +42.8% | -7.7% | +50.4% | +44.1% |
| 6M | +56.5% | +20.0% | +36.6% | +46.9% |
| YTD | +50.0% | +61.1% | -11.1% | +28.5% |
| 1Y | +38.3% | +33.9% | +4.4% | +24.9% |
| 3Y | +591.6% | +91.5% | +500.1% | +445.1% |
| 5Y | +312.6% | +41.8% | +270.9% | +266.2% |
| All | +312.6% | +41.6% | +271.0% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling