+105.0%
ED vs DVA
+187.5%
-82.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +0.1% | +1.7% | -1.6% | -0.1% |
| 3M | 0.0% | -8.7% | +8.7% | +0.7% |
| 6M | -2.5% | +19.7% | -22.2% | -5.5% |
| YTD | +10.1% | +59.6% | -49.5% | +2.4% |
| 1Y | +13.6% | +37.1% | -23.5% | +7.7% |
| 3Y | +32.4% | +89.8% | -57.3% | +18.4% |
| 5Y | +69.9% | +47.4% | +22.5% | +55.2% |
| All | +105.0% | +187.5% | -82.5% | +66.7% |
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 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