+706.7%
ETN vs DVA
+187.8%
+518.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.5% | -1.3% | +4.9% | +3.8% |
| 30D | -7.5% | 0.0% | -7.5% | -7.6% |
| 3M | +8.3% | -10.9% | +19.3% | +10.2% |
| 6M | +20.2% | +17.3% | +2.9% | +13.2% |
| YTD | +34.7% | +59.8% | -25.1% | +15.8% |
| 1Y | +19.4% | +36.3% | -16.8% | +7.0% |
| 3Y | +85.5% | +88.6% | -3.1% | +45.4% |
| 5Y | +186.6% | +47.5% | +139.1% | +135.4% |
| All | +706.7% | +187.8% | +518.9% | +395.8% |
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