+173.8%
ET vs DVA
+187.8%
-14.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | -1.3% | +1.6% | +0.4% |
| 30D | +2.9% | 0.0% | +2.8% | +2.8% |
| 3M | +16.8% | -10.9% | +27.7% | +18.4% |
| 6M | +18.9% | +17.3% | +1.6% | +14.2% |
| YTD | +37.7% | +59.8% | -22.1% | +24.1% |
| 1Y | +32.4% | +36.3% | -3.8% | +22.9% |
| 3Y | +99.5% | +88.6% | +10.9% | +68.9% |
| 5Y | +244.0% | +47.5% | +196.4% | +199.9% |
| All | +173.8% | +187.8% | -14.0% | +96.9% |
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