+591.5%
EWT vs DVA
+9,882.4%
-9,290.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +2.1% | +2.0% | +0.1% | +1.7% |
| 30D | +9.4% | -0.4% | +9.7% | +9.4% |
| 3M | +10.9% | -7.7% | +18.5% | +11.9% |
| 6M | +57.9% | +20.0% | +38.0% | +49.9% |
| YTD | +75.9% | +61.1% | +14.8% | +55.6% |
| 1Y | +89.7% | +33.9% | +55.8% | +74.2% |
| 3Y | +200.9% | +91.5% | +109.3% | +148.3% |
| 5Y | +154.5% | +41.8% | +112.7% | +118.0% |
| 10Y | +520.8% | +187.5% | +333.3% | +322.4% |
| All | +591.5% | +9,882.4% | -9,290.9% | +199.3% |
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