+18.8%
EIX vs DVA
+63.0%
-44.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.3% | +0.7% |
| 7D | -1.5% | -10.7% | +9.2% | -0.2% |
| 30D | +8.1% | -4.4% | +12.5% | +8.5% |
| 3M | -12.1% | -4.1% | -8.0% | -11.9% |
| 6M | -13.4% | -13.2% | -0.2% | -12.3% |
| YTD | +5.6% | +53.2% | -47.6% | -0.4% |
| 1Y | +7.8% | +40.8% | -33.0% | +2.8% |
| 3Y | +9.8% | +109.7% | -99.9% | +2.1% |
| 5Y | +18.8% | +64.5% | -45.7% | +10.9% |
| All | +18.8% | +63.0% | -44.1% | +10.9% |
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