-3.9%
ELF vs DVA
+62.2%
-66.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +1.6% |
| 7D | -1.5% | +4.7% | -6.3% | -1.8% |
| 30D | +9.5% | +7.8% | +1.7% | +9.1% |
| 3M | +29.4% | -15.5% | +44.9% | +30.2% |
| 6M | +83.7% | +25.0% | +58.7% | +82.4% |
| YTD | +49.4% | +69.6% | -20.1% | +48.2% |
| 1Y | -3.9% | +60.6% | -64.5% | -7.9% |
| All | -3.9% | +62.2% | -66.1% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling