+202.3%
ECL vs DVA
+193.2%
+9.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +2.9% | -8.8% | +11.6% | +4.8% |
| 30D | +7.5% | -3.4% | +10.9% | +8.1% |
| 3M | +12.2% | -2.6% | +14.8% | +12.5% |
| 6M | +24.6% | -11.9% | +36.4% | +26.7% |
| YTD | +18.8% | +53.6% | -34.9% | +4.9% |
| 1Y | +19.3% | +41.9% | -22.5% | +7.4% |
| 3Y | +78.2% | +97.5% | -19.3% | +43.8% |
| 5Y | +38.8% | +65.0% | -26.2% | +12.6% |
| All | +202.3% | +193.2% | +9.1% | +107.4% |
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