+301.7%
ELF vs DVA
+193.2%
+108.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +1.6% | -8.8% | +10.4% | +3.5% |
| 30D | +9.1% | -3.4% | +12.5% | +9.7% |
| 3M | +28.2% | -2.6% | +30.7% | +28.4% |
| 6M | +119.5% | -11.9% | +131.4% | +123.2% |
| YTD | +55.2% | +53.6% | +1.5% | +37.6% |
| 1Y | +58.6% | +41.9% | +16.7% | +43.2% |
| 3Y | +21.3% | +97.5% | -76.2% | -1.4% |
| 5Y | +276.2% | +65.0% | +211.2% | +208.1% |
| All | +301.7% | +193.2% | +108.5% | +160.8% |
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