-30.4%
ELAN vs DVA
+46.8%
-77.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | +4.7% | 0.0% | +4.7% | +4.7% |
| 3M | -3.7% | -10.9% | +7.3% | -1.6% |
| 6M | -1.2% | +17.3% | -18.5% | -6.9% |
| YTD | +2.4% | +59.8% | -57.4% | -12.3% |
| 1Y | +23.4% | +36.3% | -12.9% | +10.6% |
| 3Y | +96.7% | +88.6% | +8.1% | +56.8% |
| All | -30.4% | +46.8% | -77.2% | -43.1% |
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