+1,458.7%
ET vs DVA
+584.2%
+874.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +0.9% | +1.8% | -0.9% | +0.4% |
| 30D | +7.5% | -2.5% | +10.0% | +8.1% |
| 3M | +11.4% | -4.3% | +15.7% | +11.7% |
| 6M | +18.5% | +18.9% | -0.3% | +10.8% |
| YTD | +37.4% | +61.9% | -24.6% | +16.5% |
| 1Y | +30.9% | +35.7% | -4.8% | +16.4% |
| 3Y | +98.7% | +78.6% | +20.1% | +56.2% |
| 5Y | +230.7% | +39.2% | +191.5% | +170.4% |
| 10Y | +175.6% | +184.0% | -8.4% | +59.5% |
| All | +1,458.7% | +584.2% | +874.5% | +530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling