+125.2%
ETR vs DVA
+40.8%
+84.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -0.2% | +1.7% | -1.9% | -0.3% |
| 3M | -3.7% | -8.7% | +4.9% | -3.3% |
| 6M | +2.1% | +19.7% | -17.6% | +0.5% |
| YTD | +16.5% | +59.6% | -43.1% | +11.6% |
| 1Y | +22.5% | +37.1% | -14.6% | +18.9% |
| 3Y | +144.7% | +89.8% | +54.9% | +130.2% |
| 5Y | +125.2% | +47.4% | +77.8% | +107.7% |
| All | +125.2% | +40.8% | +84.4% | +107.7% |
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 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