+5,505.5%
ECL vs DVA
+5,194.7%
+310.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -2.6% | +1.8% | -4.4% | -2.8% |
| 30D | -2.2% | -2.5% | +0.3% | -1.9% |
| 3M | +10.1% | -4.3% | +14.4% | +10.4% |
| 6M | -5.7% | +18.9% | -24.6% | -8.5% |
| YTD | +7.0% | +61.9% | -55.0% | -0.6% |
| 1Y | +2.7% | +35.7% | -33.1% | -2.5% |
| 3Y | +57.7% | +78.6% | -20.9% | +42.7% |
| 5Y | +31.1% | +39.2% | -8.1% | +20.6% |
| 10Y | +150.9% | +184.0% | -33.2% | +109.0% |
| All | +5,505.5% | +5,194.7% | +310.9% | +3,800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling