+245.2%
ELF vs DVA
+38.1%
+207.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.7% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | +5.9% | -2.0% | +7.9% | +6.1% |
| 3M | +99.5% | -6.3% | +105.8% | +100.3% |
| 6M | +26.5% | +19.4% | +7.1% | +23.4% |
| YTD | +37.2% | +58.5% | -21.3% | +28.9% |
| 1Y | -24.4% | +33.9% | -58.3% | -27.5% |
| 3Y | -23.3% | +88.4% | -111.8% | -30.0% |
| 5Y | +245.2% | +39.5% | +205.7% | +253.1% |
| All | +245.2% | +38.1% | +207.1% | +253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling