+67.6%
EWZ vs DVA
+38.1%
+29.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.2% |
| 7D | +5.6% | +2.2% | +3.4% | +5.3% |
| 30D | +9.3% | -2.0% | +11.3% | +9.5% |
| 3M | +15.7% | -6.3% | +22.0% | +16.0% |
| 6M | +7.4% | +19.4% | -12.0% | +4.5% |
| YTD | +22.7% | +58.5% | -35.8% | +14.9% |
| 1Y | +36.4% | +33.9% | +2.5% | +30.3% |
| 3Y | +50.4% | +88.4% | -38.1% | +34.3% |
| 5Y | +67.6% | +39.5% | +28.1% | +61.7% |
| All | +67.6% | +38.1% | +29.6% | +61.7% |
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