+18.0%
EIX vs DVA
+187.8%
-169.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.4% | -1.3% | 0.0% | -1.2% |
| 30D | -19.3% | 0.0% | -19.3% | -19.3% |
| 3M | -21.7% | -10.9% | -10.7% | -20.4% |
| 6M | -19.8% | +17.3% | -37.1% | -22.6% |
| YTD | -3.0% | +59.8% | -62.8% | -11.6% |
| 1Y | +5.1% | +36.3% | -31.2% | -1.6% |
| 3Y | -7.0% | +88.6% | -95.6% | -18.7% |
| 5Y | +22.0% | +47.5% | -25.5% | +9.2% |
| All | +18.0% | +187.8% | -169.8% | -8.1% |
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