+21.2%
EXE vs DVA
+105.9%
-84.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +5.3% | -8.8% | +14.1% | +5.6% |
| 30D | -2.2% | -3.4% | +1.2% | -2.2% |
| 3M | -5.9% | -2.6% | -3.3% | -6.0% |
| 6M | -5.7% | -11.9% | +6.2% | -5.4% |
| YTD | -17.8% | +53.6% | -71.5% | -20.7% |
| 1Y | -23.1% | +41.9% | -65.0% | -25.4% |
| 3Y | +21.2% | +97.5% | -76.3% | -2.1% |
| All | +21.2% | +105.9% | -84.8% | -2.1% |
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