+328.6%
EXPD vs DVA
+192.4%
+136.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +1.3% |
| 7D | +3.6% | -10.7% | +14.3% | +5.3% |
| 30D | +0.3% | -4.4% | +4.7% | +0.7% |
| 3M | +6.1% | -4.1% | +10.2% | +6.4% |
| 6M | +27.4% | -13.2% | +40.6% | +29.0% |
| YTD | +32.0% | +53.2% | -21.2% | +20.0% |
| 1Y | +40.5% | +40.8% | -0.3% | +29.7% |
| 3Y | +75.7% | +109.7% | -34.1% | +47.1% |
| 5Y | +61.7% | +64.5% | -2.8% | +38.0% |
| All | +328.6% | +192.4% | +136.2% | +205.3% |
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