+1,344.7%
EME vs DVA
+187.8%
+1,156.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | -6.3% | 0.0% | -6.4% | -6.4% |
| 3M | -3.8% | -10.9% | +7.2% | -2.2% |
| 6M | +8.5% | +17.3% | -8.8% | +2.8% |
| YTD | +27.8% | +59.8% | -32.0% | +11.2% |
| 1Y | +22.2% | +36.3% | -14.0% | +10.7% |
| 3Y | +253.5% | +88.6% | +164.9% | +185.2% |
| 5Y | +578.6% | +47.5% | +531.1% | +472.5% |
| All | +1,344.7% | +187.8% | +1,156.9% | +898.8% |
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 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