+146.4%
ED vs DVA
+193.2%
-46.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.1% | -8.8% | +10.8% | +3.1% |
| 30D | +10.4% | -3.4% | +13.8% | +10.7% |
| 3M | +12.5% | -2.6% | +15.1% | +12.6% |
| 6M | +14.9% | -11.9% | +26.8% | +16.0% |
| YTD | +24.8% | +53.6% | -28.8% | +16.3% |
| 1Y | +23.8% | +41.9% | -18.0% | +16.6% |
| 3Y | +51.6% | +97.5% | -45.9% | +35.0% |
| 5Y | +86.4% | +65.0% | +21.5% | +66.0% |
| All | +146.4% | +193.2% | -46.8% | +100.0% |
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