+64.0%
ENB vs DVA
+40.8%
+23.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.8% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -5.2% | +1.7% | -6.9% | -5.4% |
| 3M | -13.4% | -8.7% | -4.7% | -12.8% |
| 6M | -7.8% | +19.7% | -27.5% | -10.0% |
| YTD | +4.9% | +59.6% | -54.7% | -1.3% |
| 1Y | +3.2% | +37.1% | -33.9% | -1.2% |
| 3Y | +71.0% | +89.8% | -18.8% | +56.3% |
| 5Y | +64.0% | +47.4% | +16.6% | +51.5% |
| All | +64.0% | +40.8% | +23.1% | +51.5% |
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