+277.7%
ELF vs DVA
+177.4%
+100.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.4% |
| 7D | -6.8% | +2.0% | -8.8% | -7.2% |
| 30D | +5.1% | -0.4% | +5.5% | +5.1% |
| 3M | +79.8% | -7.7% | +87.4% | +81.6% |
| 6M | +29.7% | +20.0% | +9.8% | +23.3% |
| YTD | +31.6% | +61.1% | -29.5% | +15.9% |
| 1Y | -27.9% | +33.9% | -61.8% | -33.9% |
| 3Y | -26.4% | +91.5% | -118.0% | -40.0% |
| 5Y | +235.6% | +41.8% | +193.8% | +191.6% |
| All | +277.7% | +177.4% | +100.3% | +176.0% |
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 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