+2,353.8%
ELV vs DVA
+3,046.3%
-692.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.8% |
| 7D | -2.2% | +2.0% | -4.2% | -2.9% |
| 30D | -0.2% | -0.4% | +0.2% | -0.1% |
| 3M | -6.1% | -7.7% | +1.6% | -4.7% |
| 6M | +42.8% | +20.0% | +22.9% | +30.6% |
| YTD | +14.4% | +61.1% | -46.7% | -7.0% |
| 1Y | +28.6% | +33.9% | -5.3% | +11.7% |
| 3Y | -7.4% | +91.5% | -98.9% | -32.4% |
| 5Y | +14.5% | +41.8% | -27.3% | -11.3% |
| 10Y | +257.4% | +187.5% | +69.9% | +95.0% |
| All | +2,353.8% | +3,046.3% | -692.5% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling