+148.7%
EWY vs DVA
+46.8%
+101.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 6M | +42.1% | +17.3% | +24.8% | +37.6% |
| YTD | +94.1% | +59.8% | +34.3% | +80.9% |
| 1Y | +147.8% | +36.3% | +111.6% | +135.1% |
| 3Y | +222.9% | +88.6% | +134.3% | +190.5% |
| All | +148.7% | +46.8% | +101.9% | +127.8% |
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 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