-27.0%
ETHA vs DVA
+28.6%
-55.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +3.5% | -1.3% | +4.8% | +3.4% |
| 30D | +35.3% | 0.0% | +35.3% | +35.4% |
| 3M | +50.9% | -10.9% | +61.8% | +50.2% |
| 6M | +22.1% | +17.3% | +4.8% | +22.6% |
| YTD | -14.6% | +59.8% | -74.4% | -16.2% |
| 1Y | -42.8% | +36.3% | -79.0% | -42.0% |
| All | -27.0% | +28.6% | -55.6% | -37.9% |
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 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