+19.0%
EWZ vs DVA
+139.6%
-120.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -1.5% | +2.1% | -3.5% | -1.6% |
| 30D | -24.5% | +8.2% | -32.8% | -24.9% |
| 3M | -10.7% | +5.9% | -16.6% | -11.1% |
| 6M | -19.1% | -1.3% | -17.8% | -19.3% |
| YTD | +1.6% | +68.4% | -66.8% | -3.4% |
| 1Y | +4.3% | +57.5% | -53.2% | -0.3% |
| 3Y | +19.0% | +142.3% | -123.3% | +8.1% |
| All | +19.0% | +139.6% | -120.7% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling