+67.3%
ED vs DVA
+41.6%
+25.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.8% |
| 7D | -0.2% | +2.0% | -2.2% | -0.3% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | +1.9% | -7.7% | +9.5% | +2.2% |
| 6M | -2.3% | +20.0% | -22.2% | -3.8% |
| YTD | +10.9% | +61.1% | -50.2% | +6.5% |
| 1Y | +14.5% | +33.9% | -19.4% | +11.5% |
| 3Y | +33.4% | +91.5% | -58.1% | +27.0% |
| 5Y | +67.3% | +41.8% | +25.5% | +63.9% |
| All | +67.3% | +41.6% | +25.6% | +63.9% |
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