+85.5%
ETN vs DVA
+89.6%
-4.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +4.0% |
| 7D | +3.5% | -1.3% | +4.9% | +3.6% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | +8.3% | -10.9% | +19.3% | +8.6% |
| 6M | +20.2% | +17.3% | +2.9% | +17.0% |
| YTD | +34.7% | +59.8% | -25.1% | +26.7% |
| 1Y | +19.4% | +36.3% | -16.8% | +14.4% |
| 3Y | +85.5% | +88.6% | -3.1% | +69.7% |
| All | +85.5% | +89.6% | -4.1% | +69.7% |
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