+432.5%
EWZ vs DVA
+7,321.4%
-6,888.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +6.5% | +1.8% | +4.7% | +5.9% |
| 30D | +4.8% | -2.5% | +7.3% | +5.5% |
| 3M | +9.9% | -4.3% | +14.1% | +10.3% |
| 6M | +1.9% | +18.9% | -16.9% | -5.3% |
| YTD | +20.3% | +61.9% | -41.6% | +0.4% |
| 1Y | +35.6% | +35.7% | -0.1% | +19.2% |
| 3Y | +43.4% | +78.6% | -35.2% | +10.1% |
| 5Y | +55.9% | +39.2% | +16.7% | +24.4% |
| 10Y | +84.2% | +184.0% | -99.9% | +7.1% |
| All | +432.5% | +7,321.4% | -6,888.9% | +76.9% |
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