-20.4%
ELF vs DVA
+85.7%
-106.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | +5.4% | +1.8% | +3.5% | +5.2% |
| 30D | +27.0% | -2.5% | +29.5% | +27.2% |
| 3M | +113.2% | -4.3% | +117.5% | +113.4% |
| 6M | +36.6% | +18.9% | +17.7% | +33.5% |
| YTD | +44.2% | +61.9% | -17.7% | +36.2% |
| 1Y | -18.0% | +35.7% | -53.7% | -20.8% |
| All | -20.4% | +85.7% | -106.2% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling