-2.4%
ELV vs DVA
+89.6%
-92.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.6% |
| 7D | +2.8% | -1.3% | +4.1% | +2.9% |
| 30D | +4.9% | 0.0% | +4.9% | +4.9% |
| 3M | +4.9% | -10.9% | +15.8% | +5.8% |
| 6M | +45.1% | +17.3% | +27.8% | +39.2% |
| YTD | +20.7% | +59.8% | -39.1% | +8.9% |
| 1Y | +35.0% | +36.3% | -1.2% | +25.6% |
| 3Y | -2.4% | +88.6% | -91.0% | -10.2% |
| All | -2.4% | +89.6% | -92.1% | -10.2% |
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