+68.6%
ESI vs DVA
+40.8%
+27.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -9.0% | +1.7% | -10.7% | -9.3% |
| 3M | -13.3% | -8.7% | -4.6% | -12.5% |
| 6M | +5.3% | +19.7% | -14.4% | +0.6% |
| YTD | +37.6% | +59.6% | -22.0% | +23.0% |
| 1Y | +33.6% | +37.1% | -3.5% | +23.4% |
| 3Y | +75.8% | +89.8% | -14.0% | +49.2% |
| 5Y | +68.6% | +47.4% | +21.2% | +58.2% |
| All | +68.6% | +40.8% | +27.7% | +58.2% |
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 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