+29.6%
EMB vs DVA
+187.8%
-158.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | -1.8% | -10.9% | +9.1% | -1.3% |
| 6M | +0.2% | +17.3% | -17.1% | -1.1% |
| YTD | +0.4% | +59.8% | -59.4% | -3.0% |
| 1Y | +2.8% | +36.3% | -33.4% | +0.4% |
| 3Y | +29.1% | +88.6% | -59.5% | +22.5% |
| 5Y | +6.3% | +47.5% | -41.3% | +1.4% |
| All | +29.6% | +187.8% | -158.2% | +19.6% |
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