+39.8%
EXPD vs DVA
+50.4%
-10.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.9% |
| 7D | -1.6% | -4.8% | +3.2% | -1.7% |
| 30D | +0.6% | +0.9% | -0.3% | +0.6% |
| 3M | +9.8% | +2.9% | +6.9% | +9.9% |
| 6M | +25.8% | -7.8% | +33.5% | +25.6% |
| YTD | +31.3% | +61.5% | -30.3% | +33.3% |
| All | +39.8% | +50.4% | -10.7% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling