+357.2%
ELF vs DVA
+197.6%
+159.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | +6.3% | -1.6% | +7.9% | +6.5% |
| 30D | +8.5% | 0.0% | +8.5% | +8.3% |
| 3M | +24.4% | -2.4% | +26.8% | +24.6% |
| 6M | +94.7% | -9.8% | +104.5% | +97.0% |
| YTD | +55.9% | +57.8% | -2.0% | +37.3% |
| 1Y | +48.4% | +49.2% | -0.8% | +32.4% |
| 3Y | +24.6% | +116.0% | -91.4% | -0.9% |
| 5Y | +285.0% | +68.5% | +216.5% | +213.9% |
| 10Y | +357.2% | +198.9% | +158.3% | +194.2% |
| All | +357.2% | +197.6% | +159.7% | +194.2% |
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