+153.4%
EXE vs DVA
+56.0%
+97.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +5.3% | -8.8% | +14.1% | +6.2% |
| 30D | -2.2% | -3.4% | +1.2% | -2.0% |
| 3M | -5.9% | -2.6% | -3.3% | -5.9% |
| 6M | -5.7% | -11.9% | +6.2% | -5.0% |
| YTD | -17.8% | +53.6% | -71.5% | -23.3% |
| 1Y | -23.1% | +41.9% | -65.0% | -27.5% |
| 3Y | +21.2% | +97.5% | -76.3% | +6.0% |
| 5Y | +78.8% | +65.0% | +13.8% | +55.8% |
| All | +153.4% | +56.0% | +97.5% | +128.2% |
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