+2,127.0%
EFX vs DVA
+5,081.6%
-2,954.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.8% |
| 7D | -7.8% | +2.2% | -10.1% | -8.1% |
| 30D | -5.7% | -2.0% | -3.7% | -5.5% |
| 3M | +2.5% | -6.3% | +8.8% | +3.1% |
| 6M | -16.7% | +19.4% | -36.1% | -19.1% |
| YTD | -20.2% | +58.5% | -78.7% | -25.8% |
| 1Y | -31.4% | +33.9% | -65.2% | -34.8% |
| 3Y | -10.5% | +88.4% | -98.9% | -19.4% |
| 5Y | -35.2% | +39.5% | -74.7% | -40.4% |
| 10Y | +40.2% | +179.5% | -139.3% | +17.1% |
| All | +2,127.0% | +5,081.6% | -2,954.5% | +1,505.6% |
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