+26.5%
ECL vs DVA
+41.6%
-15.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.4% |
| 7D | -2.7% | +2.0% | -4.8% | -3.0% |
| 30D | -4.3% | -0.4% | -3.9% | -4.3% |
| 3M | +3.2% | -7.7% | +10.9% | +3.9% |
| 6M | -2.9% | +20.0% | -22.9% | -6.5% |
| YTD | +4.3% | +61.1% | -56.8% | -4.7% |
| 1Y | +1.6% | +33.9% | -32.2% | -4.2% |
| 3Y | +54.3% | +91.5% | -37.3% | +34.2% |
| 5Y | +26.5% | +41.8% | -15.3% | +13.4% |
| All | +26.5% | +41.6% | -15.2% | +13.4% |
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 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