+101.2%
ET vs DVA
+89.4%
+11.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | +4.6% | +1.7% | +2.9% | +4.5% |
| 3M | +16.0% | -8.7% | +24.7% | +16.3% |
| 6M | +22.8% | +19.7% | +3.2% | +21.0% |
| YTD | +38.9% | +59.6% | -20.8% | +33.3% |
| 1Y | +34.1% | +37.1% | -3.0% | +30.5% |
| All | +101.2% | +89.4% | +11.8% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling