+2,592.3%
ETR vs DVA
+5,081.6%
-2,489.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.3% |
| 7D | +1.4% | +2.2% | -0.8% | +1.3% |
| 30D | +1.9% | -2.0% | +3.9% | +2.0% |
| 3M | +1.0% | -6.3% | +7.2% | +1.3% |
| 6M | +4.8% | +19.4% | -14.6% | +3.1% |
| YTD | +19.5% | +58.5% | -38.9% | +15.0% |
| 1Y | +28.1% | +33.9% | -5.8% | +24.6% |
| 3Y | +151.1% | +88.4% | +62.7% | +137.0% |
| 5Y | +125.2% | +39.5% | +85.6% | +114.7% |
| 10Y | +291.1% | +179.5% | +111.7% | +254.6% |
| All | +2,592.3% | +5,081.6% | -2,489.3% | +2,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling