-13.0%
EFX vs DVA
+89.4%
-102.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -11.1% | -0.2% | -11.0% | -11.1% |
| 30D | -7.4% | +1.7% | -9.1% | -7.6% |
| 3M | +1.5% | -8.7% | +10.2% | +2.3% |
| 6M | -13.7% | +19.7% | -33.3% | -15.9% |
| YTD | -21.9% | +59.6% | -81.5% | -26.9% |
| 1Y | -30.8% | +37.1% | -67.9% | -32.9% |
| All | -13.0% | +89.4% | -102.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling