-68.4%
EL vs DVA
+41.6%
-110.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | +13.7% | -0.4% | +14.0% | +13.7% |
| 3M | +14.5% | -7.7% | +22.2% | +15.4% |
| 6M | +7.4% | +20.0% | -12.6% | +2.9% |
| YTD | -4.7% | +61.1% | -65.8% | -14.4% |
| 1Y | +12.9% | +33.9% | -20.9% | +5.4% |
| 3Y | -32.2% | +91.5% | -123.8% | -41.2% |
| 5Y | -68.4% | +41.8% | -110.2% | -70.3% |
| All | -68.4% | +41.6% | -110.0% | -70.3% |
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