+20.3%
EXE vs DVA
+91.2%
-70.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -2.7% | +2.0% | -4.7% | -2.8% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | +9.5% | -7.7% | +17.1% | +9.8% |
| 6M | -9.3% | +20.0% | -29.3% | -10.3% |
| YTD | -10.9% | +61.1% | -72.0% | -13.5% |
| 1Y | +4.3% | +33.9% | -29.6% | +2.2% |
| All | +20.3% | +91.2% | -70.9% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling