+39.7%
EFX vs DVA
+187.8%
-148.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -4.5% | -1.3% | -3.2% | -4.3% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | +6.2% | -10.9% | +17.1% | +8.2% |
| 6M | -11.2% | +17.3% | -28.5% | -15.2% |
| YTD | -21.4% | +59.8% | -81.2% | -30.8% |
| 1Y | -34.3% | +36.3% | -70.6% | -39.9% |
| 3Y | -12.5% | +88.6% | -101.1% | -27.6% |
| 5Y | -35.6% | +47.5% | -83.1% | -45.1% |
| All | +39.7% | +187.8% | -148.1% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling