+23.7%
EIX vs DVA
+40.8%
-17.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -18.8% | +1.7% | -20.5% | -18.9% |
| 3M | -19.7% | -8.7% | -11.0% | -19.0% |
| 6M | -18.2% | +19.7% | -37.9% | -20.2% |
| YTD | -1.7% | +59.6% | -61.4% | -7.5% |
| 1Y | +7.8% | +37.1% | -29.3% | +3.2% |
| 3Y | -5.6% | +89.8% | -95.4% | -11.8% |
| 5Y | +23.7% | +47.4% | -23.7% | +18.9% |
| All | +23.7% | +40.8% | -17.2% | +18.9% |
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