-29.3%
EW vs DVA
+46.8%
-76.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -6.2% | -1.3% | -4.8% | -5.9% |
| 30D | -9.3% | 0.0% | -9.4% | -9.4% |
| 3M | -1.6% | -10.9% | +9.3% | +0.1% |
| 6M | -0.8% | +17.3% | -18.1% | -5.9% |
| YTD | -1.0% | +59.8% | -60.8% | -13.8% |
| 1Y | +8.2% | +36.3% | -28.1% | -1.8% |
| 3Y | +12.7% | +88.6% | -75.9% | -12.2% |
| All | -29.3% | +46.8% | -76.1% | -43.2% |
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 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