-33.1%
BAX vs DVA
+193.2%
-226.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -8.8% | +8.9% | +2.4% |
| 30D | +4.1% | -3.4% | +7.5% | +4.7% |
| 3M | -4.5% | -2.6% | -2.0% | -4.3% |
| 6M | +49.2% | -11.9% | +61.1% | +52.5% |
| YTD | +35.2% | +53.6% | -18.4% | +17.3% |
| 1Y | +38.3% | +41.9% | -3.6% | +22.7% |
| 3Y | -19.0% | +97.5% | -116.6% | -34.8% |
| 5Y | -64.2% | +65.0% | -129.1% | -70.8% |
| All | -33.1% | +193.2% | -226.3% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling