+156.3%
ECL vs DVA
+187.8%
-31.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | +5.0% | -10.9% | +16.0% | +7.0% |
| 6M | +0.2% | +17.3% | -17.0% | -4.6% |
| YTD | +5.8% | +59.8% | -54.0% | -7.0% |
| 1Y | +1.5% | +36.3% | -34.7% | -7.4% |
| 3Y | +55.0% | +88.6% | -33.6% | +26.5% |
| 5Y | +29.3% | +47.5% | -18.3% | +9.1% |
| All | +156.3% | +187.8% | -31.5% | +82.1% |
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