+1,332.0%
ET vs DVA
+549.2%
+782.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.5% | -8.8% | +11.3% | +4.8% |
| 30D | -2.5% | -3.4% | +0.9% | -2.0% |
| 3M | -4.9% | -2.6% | -2.3% | -4.8% |
| 6M | -0.1% | -11.9% | +11.8% | +1.7% |
| YTD | +26.2% | +53.6% | -27.4% | +7.9% |
| 1Y | +25.2% | +41.9% | -16.7% | +9.3% |
| 3Y | +84.2% | +97.5% | -13.3% | +40.8% |
| 5Y | +216.1% | +65.0% | +151.1% | +140.9% |
| 10Y | +160.7% | +193.2% | -32.6% | +46.7% |
| All | +1,332.0% | +549.2% | +782.9% | +483.5% |
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 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