-4.3%
ES vs DVA
+41.6%
-45.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | -1.0% | -0.4% | -0.7% | -1.0% |
| 3M | +1.5% | -7.7% | +9.1% | +2.0% |
| 6M | -3.5% | +20.0% | -23.4% | -6.0% |
| YTD | +7.0% | +61.1% | -54.1% | +0.4% |
| 1Y | +15.3% | +33.9% | -18.5% | +10.5% |
| 3Y | +30.2% | +91.5% | -61.3% | +20.8% |
| 5Y | -4.3% | +41.8% | -46.1% | -11.0% |
| All | -4.3% | +41.6% | -45.9% | -11.0% |
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