+570.7%
EME vs DVA
+46.8%
+523.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.6% |
| 30D | -6.3% | 0.0% | -6.4% | -6.4% |
| 3M | -3.8% | -10.9% | +7.2% | -3.1% |
| 6M | +8.5% | +17.3% | -8.8% | +5.5% |
| YTD | +27.8% | +59.8% | -32.0% | +18.8% |
| 1Y | +22.2% | +36.3% | -14.0% | +16.1% |
| 3Y | +253.5% | +88.6% | +164.9% | +221.1% |
| All | +570.7% | +46.8% | +523.8% | +592.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling