-35.8%
EFX vs DVA
+46.8%
-82.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | -4.5% | -1.3% | -3.2% | -4.4% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | +6.2% | -10.9% | +17.1% | +7.6% |
| 6M | -11.2% | +17.3% | -28.5% | -14.0% |
| YTD | -21.4% | +59.8% | -81.2% | -28.2% |
| 1Y | -34.3% | +36.3% | -70.6% | -38.0% |
| 3Y | -12.5% | +88.6% | -101.1% | -23.3% |
| All | -35.8% | +46.8% | -82.6% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling