+15,140.3%
EXPD vs DVA
+5,194.7%
+9,945.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -1.1% | +1.8% | -3.0% | -1.4% |
| 30D | +4.1% | -2.5% | +6.6% | +4.4% |
| 3M | +17.9% | -4.3% | +22.2% | +18.2% |
| 6M | +29.2% | +18.9% | +10.4% | +24.7% |
| YTD | +27.4% | +61.9% | -34.6% | +16.6% |
| 1Y | +56.8% | +35.7% | +21.1% | +47.3% |
| 3Y | +68.0% | +78.6% | -10.6% | +48.8% |
| 5Y | +61.9% | +39.2% | +22.7% | +45.8% |
| 10Y | +316.0% | +184.0% | +132.0% | +227.5% |
| All | +15,140.3% | +5,194.7% | +9,945.6% | +8,409.9% |
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