+1,250.3%
EWY vs DVA
+12,818.3%
-11,568.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | +6.7% | +2.0% | +4.6% | +6.1% |
| 30D | +17.0% | -0.4% | +17.3% | +17.0% |
| 3M | +3.7% | -7.7% | +11.3% | +4.8% |
| 6M | +42.5% | +20.0% | +22.5% | +33.4% |
| YTD | +96.2% | +61.1% | +35.1% | +68.8% |
| 1Y | +160.4% | +33.9% | +126.5% | +134.4% |
| 3Y | +231.7% | +91.5% | +140.1% | +161.5% |
| 5Y | +153.3% | +41.8% | +111.5% | +108.9% |
| 10Y | +308.8% | +187.5% | +121.3% | +156.1% |
| All | +1,250.3% | +12,818.3% | -11,568.0% | +371.3% |
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