+303.5%
EWY vs DVA
+187.8%
+115.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +7.3% | 0.0% | +7.3% | +7.3% |
| 3M | -5.1% | -10.9% | +5.8% | -4.0% |
| 6M | +42.1% | +17.3% | +24.8% | +36.1% |
| YTD | +94.1% | +59.8% | +34.3% | +75.1% |
| 1Y | +147.8% | +36.3% | +111.6% | +129.7% |
| 3Y | +222.9% | +88.6% | +134.3% | +174.2% |
| 5Y | +150.6% | +47.5% | +103.1% | +118.8% |
| All | +303.5% | +187.8% | +115.7% | +212.8% |
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