-33.5%
EL vs DVA
+89.4%
-122.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +10.3% | +1.7% | +8.6% | +9.9% |
| 3M | +13.4% | -8.7% | +22.0% | +14.3% |
| 6M | +3.1% | +19.7% | -16.6% | -1.5% |
| YTD | -6.9% | +59.6% | -66.5% | -16.9% |
| 1Y | +11.9% | +37.1% | -25.2% | +3.8% |
| All | -33.5% | +89.4% | -122.9% | -43.0% |
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