+127.7%
EXPE vs DVA
+193.2%
-65.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.5% | -8.8% | +8.3% | +1.9% |
| 30D | -6.1% | -3.4% | -2.7% | -5.3% |
| 3M | -21.3% | -2.6% | -18.7% | -20.9% |
| 6M | +19.0% | -11.9% | +30.9% | +21.6% |
| YTD | -8.4% | +53.6% | -62.1% | -22.8% |
| 1Y | -2.8% | +41.9% | -44.7% | -15.8% |
| 3Y | +120.8% | +97.5% | +23.2% | +67.6% |
| 5Y | +46.2% | +65.0% | -18.8% | +12.8% |
| All | +127.7% | +193.2% | -65.5% | +50.2% |
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