+387.6%
EFA vs DVA
+2,591.3%
-2,203.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | -1.3% | -0.4% | -1.0% | -1.3% |
| 3M | +5.2% | -7.7% | +12.9% | +6.5% |
| 6M | +9.4% | +20.0% | -10.6% | +2.6% |
| YTD | +12.7% | +61.1% | -48.4% | -3.0% |
| 1Y | +19.3% | +33.9% | -14.6% | +7.5% |
| 3Y | +66.3% | +91.5% | -25.2% | +31.2% |
| 5Y | +53.4% | +41.8% | +11.6% | +26.8% |
| 10Y | +144.4% | +187.5% | -43.1% | +50.6% |
| All | +387.6% | +2,591.3% | -2,203.8% | +77.4% |
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