+317.8%
EXPD vs DVA
+187.5%
+130.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +6.8% | +1.7% | +5.2% | +6.5% |
| 3M | +14.9% | -8.7% | +23.6% | +16.0% |
| 6M | +34.6% | +19.7% | +15.0% | +29.3% |
| YTD | +27.7% | +59.6% | -31.9% | +15.9% |
| 1Y | +57.7% | +37.1% | +20.6% | +46.8% |
| 3Y | +70.9% | +89.8% | -18.9% | +46.2% |
| 5Y | +59.5% | +47.4% | +12.1% | +41.0% |
| All | +317.8% | +187.5% | +130.3% | +209.0% |
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