+349.8%
EWZ vs DVA
+7,618.3%
-7,268.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -1.5% | +2.1% | -3.5% | -2.1% |
| 30D | -24.5% | +8.2% | -32.8% | -26.6% |
| 3M | -10.7% | +5.9% | -16.6% | -12.8% |
| 6M | -19.1% | -1.3% | -17.8% | -20.1% |
| YTD | +1.6% | +68.4% | -66.8% | -16.7% |
| 1Y | +4.3% | +57.5% | -53.2% | -12.8% |
| 3Y | +19.0% | +142.3% | -123.3% | -17.1% |
| 5Y | +57.7% | +75.0% | -17.3% | +15.5% |
| 10Y | +51.3% | +226.4% | -175.0% | -16.6% |
| All | +349.8% | +7,618.3% | -7,268.5% | +46.8% |
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 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