+24.4%
EL vs DVA
+187.8%
-163.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -6.5% | -1.3% | -5.2% | -6.2% |
| 30D | +11.1% | 0.0% | +11.1% | +11.1% |
| 3M | +10.7% | -10.9% | +21.6% | +12.7% |
| 6M | +6.9% | +17.3% | -10.4% | +2.1% |
| YTD | -6.3% | +59.8% | -66.1% | -17.3% |
| 1Y | +13.5% | +36.3% | -22.8% | +3.8% |
| 3Y | -33.1% | +88.6% | -121.7% | -43.9% |
| 5Y | -68.8% | +47.5% | -116.3% | -73.0% |
| All | +24.4% | +187.8% | -163.4% | -8.4% |
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