+271.2%
EW vs DVA
+193.2%
+78.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.9% | -8.8% | +13.7% | +7.2% |
| 30D | +23.9% | -3.4% | +27.3% | +24.7% |
| 3M | +15.8% | -2.6% | +18.3% | +16.1% |
| 6M | +31.7% | -11.9% | +43.5% | +34.2% |
| YTD | +25.7% | +53.6% | -28.0% | +8.1% |
| 1Y | +24.4% | +41.9% | -17.4% | +9.5% |
| 3Y | +65.9% | +97.5% | -31.6% | +26.9% |
| 5Y | -7.6% | +65.0% | -72.6% | -27.4% |
| All | +271.2% | +193.2% | +78.1% | +129.8% |
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