+914.5%
EIX vs DVA
+4,923.3%
-4,008.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.4% | -8.8% | +10.1% | +2.1% |
| 30D | +8.5% | -3.4% | +11.9% | +8.8% |
| 3M | -13.5% | -2.6% | -10.9% | -13.3% |
| 6M | -12.4% | -11.9% | -0.5% | -11.7% |
| YTD | +5.9% | +53.6% | -47.7% | +1.4% |
| 1Y | +7.6% | +41.9% | -34.3% | +3.7% |
| 3Y | +12.8% | +97.5% | -84.7% | +5.5% |
| 5Y | +19.2% | +65.0% | -45.8% | +11.6% |
| 10Y | +34.9% | +193.2% | -158.4% | +20.1% |
| All | +914.5% | +4,923.3% | -4,008.8% | +862.5% |
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