-39.3%
BAX vs DVA
+187.8%
-227.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.9% | -1.3% | -6.5% | -7.5% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | +16.2% | -10.9% | +27.1% | +19.1% |
| 6M | +32.0% | +17.3% | +14.7% | +24.9% |
| YTD | +24.7% | +59.8% | -35.1% | +7.6% |
| 1Y | -2.6% | +36.3% | -38.9% | -12.1% |
| 3Y | -35.0% | +88.6% | -123.6% | -46.9% |
| 5Y | -67.6% | +47.5% | -115.1% | -72.7% |
| All | -39.3% | +187.8% | -227.1% | -57.0% |
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