+1,562.8%
ED vs DVA
+5,180.6%
-3,617.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.2% |
| 7D | -0.9% | -4.8% | +3.8% | -0.6% |
| 30D | +11.2% | +0.9% | +10.2% | +11.1% |
| 3M | +11.8% | +2.9% | +8.9% | +11.5% |
| 6M | +14.1% | -7.8% | +21.8% | +14.4% |
| YTD | +23.0% | +61.5% | -38.6% | +18.5% |
| 1Y | +23.7% | +50.1% | -26.4% | +19.7% |
| 3Y | +47.7% | +121.1% | -73.4% | +39.0% |
| 5Y | +82.6% | +72.9% | +9.7% | +72.6% |
| 10Y | +141.8% | +208.2% | -66.5% | +119.4% |
| All | +1,562.8% | +5,180.6% | -3,617.8% | +1,293.8% |
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