-1.3%
EIX vs DVA
+88.7%
-90.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.8% |
| 7D | +0.9% | +2.2% | -1.3% | +0.6% |
| 30D | -13.5% | -2.0% | -11.5% | -13.3% |
| 3M | -15.3% | -6.3% | -9.0% | -14.6% |
| 6M | -15.3% | +19.4% | -34.8% | -17.8% |
| YTD | +2.7% | +58.5% | -55.8% | -4.5% |
| 1Y | +17.4% | +33.9% | -16.4% | +12.0% |
| 3Y | -1.3% | +88.4% | -89.8% | -6.1% |
| All | -1.3% | +88.7% | -90.0% | -6.1% |
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 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