+15.0%
EEM vs DVA
+62.2%
-47.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.8% |
| 7D | -3.0% | +4.7% | -7.7% | -3.0% |
| 30D | -10.3% | +7.8% | -18.1% | -10.4% |
| 3M | -6.6% | -15.5% | +8.9% | -6.2% |
| 6M | -3.4% | +25.0% | -28.4% | -5.1% |
| YTD | +13.2% | +69.6% | -56.4% | +10.7% |
| 1Y | +15.0% | +60.6% | -45.6% | +12.2% |
| All | +15.0% | +62.2% | -47.2% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling