+169.7%
EXE vs DVA
+62.2%
+107.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +9.6% | -10.9% | +20.5% | +10.7% |
| 6M | -11.6% | +17.3% | -28.9% | -13.9% |
| YTD | -12.6% | +59.8% | -72.4% | -18.5% |
| 1Y | +1.2% | +36.3% | -35.1% | -3.7% |
| 3Y | +18.0% | +88.6% | -70.6% | +4.2% |
| 5Y | +101.1% | +47.5% | +53.6% | +79.3% |
| All | +169.7% | +62.2% | +107.5% | +142.6% |
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