-2.1%
EME vs DVA
+62.2%
-64.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.8% | -15.4% | -9.4% |
| 7D | -5.8% | +4.7% | -10.5% | -5.5% |
| 30D | -17.9% | +7.8% | -25.7% | -17.6% |
| 3M | -22.0% | -15.5% | -6.5% | -22.1% |
| 6M | -29.7% | +25.0% | -54.7% | -29.8% |
| YTD | +4.7% | +69.6% | -64.9% | +3.4% |
| 1Y | -2.1% | +60.6% | -62.7% | -4.2% |
| All | -2.1% | +62.2% | -64.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling