+1,277.5%
EXC vs DVA
+5,194.7%
-3,917.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | -3.7% | -2.5% | -1.2% | -3.5% |
| 3M | -1.3% | -4.3% | +3.0% | -1.1% |
| 6M | -9.7% | +18.9% | -28.6% | -11.6% |
| YTD | +2.9% | +61.9% | -59.1% | -2.3% |
| 1Y | +4.4% | +35.7% | -31.3% | +0.6% |
| 3Y | +22.2% | +78.6% | -56.4% | +13.8% |
| 5Y | +46.7% | +39.2% | +7.5% | +38.0% |
| 10Y | +155.3% | +184.0% | -28.7% | +123.3% |
| All | +1,277.5% | +5,194.7% | -3,917.2% | +1,004.0% |
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 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