+39.7%
EXC vs DVA
+73.1%
-33.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -1.4% | -4.8% | +3.4% | -1.1% |
| 30D | +8.3% | +0.9% | +7.3% | +8.2% |
| 3M | +2.6% | +2.9% | -0.3% | +2.4% |
| 6M | +5.2% | -7.8% | +12.9% | +5.4% |
| YTD | +7.5% | +61.5% | -54.0% | +3.4% |
| 1Y | +3.2% | +50.1% | -46.9% | -0.3% |
| 3Y | +29.5% | +121.1% | -91.6% | +22.3% |
| 5Y | +39.7% | +72.9% | -33.2% | +33.9% |
| All | +39.7% | +73.1% | -33.5% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling