+141.9%
EWJ vs DVA
+187.8%
-45.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | +7.5% | -10.9% | +18.4% | +8.7% |
| 6M | +15.6% | +17.3% | -1.7% | +12.0% |
| YTD | +22.7% | +59.8% | -37.1% | +13.3% |
| 1Y | +26.4% | +36.3% | -9.8% | +19.3% |
| 3Y | +72.5% | +88.6% | -16.1% | +52.0% |
| 5Y | +52.4% | +47.5% | +4.9% | +37.4% |
| All | +141.9% | +187.8% | -45.9% | +92.8% |
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