+856.1%
EEM vs DVA
+2,542.8%
-1,686.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | +3.1% | +2.2% | +0.9% | +2.4% |
| 30D | +4.9% | -2.0% | +6.9% | +5.4% |
| 3M | +5.2% | -6.3% | +11.5% | +6.1% |
| 6M | +20.7% | +19.4% | +1.3% | +11.6% |
| YTD | +26.5% | +58.5% | -32.0% | +5.5% |
| 1Y | +37.8% | +33.9% | +4.0% | +21.0% |
| 3Y | +91.0% | +88.4% | +2.5% | +42.0% |
| 5Y | +47.0% | +39.5% | +7.5% | +15.7% |
| 10Y | +125.6% | +179.5% | -53.9% | +17.8% |
| All | +856.1% | +2,542.8% | -1,686.7% | +123.5% |
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