+290.1%
ETR vs DVA
+187.8%
+102.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | -3.6% | -10.9% | +7.4% | -2.3% |
| 6M | +2.6% | +17.3% | -14.7% | -0.8% |
| YTD | +16.0% | +59.8% | -43.8% | +6.1% |
| 1Y | +20.1% | +36.3% | -16.1% | +12.6% |
| 3Y | +143.6% | +88.6% | +55.0% | +111.0% |
| 5Y | +124.4% | +47.5% | +76.8% | +99.5% |
| All | +290.1% | +187.8% | +102.3% | +200.2% |
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