+71.5%
EXPD vs DVA
+139.6%
-68.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -7.2% | +2.1% | -9.2% | -7.3% |
| 30D | -3.3% | +8.2% | -11.5% | -3.7% |
| 3M | +3.4% | +5.9% | -2.5% | +3.0% |
| 6M | +22.7% | -1.3% | +24.0% | +22.4% |
| YTD | +24.5% | +68.4% | -43.9% | +18.6% |
| 1Y | +38.6% | +57.5% | -18.8% | +33.0% |
| 3Y | +71.5% | +142.3% | -70.8% | +56.7% |
| All | +71.5% | +139.6% | -68.1% | +56.7% |
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