+180.2%
DVA vs EXEL
+386.3%
-206.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.2% |
| 30D | +1.7% | +11.9% | -10.2% | +0.2% |
| 3M | -8.7% | +9.2% | -17.9% | -9.8% |
| 6M | +19.7% | +39.1% | -19.4% | +14.7% |
| YTD | +59.6% | +31.0% | +28.6% | +53.7% |
| 1Y | +37.1% | +52.3% | -15.2% | +29.3% |
| 3Y | +89.8% | +159.7% | -70.0% | +63.6% |
| 5Y | +47.4% | +187.7% | -140.4% | +23.4% |
| All | +180.2% | +386.3% | -206.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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