+156.4%
EXPE vs DVA
+187.5%
-31.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -13.6% | +1.7% | -15.3% | -14.0% |
| 3M | +26.6% | -8.7% | +35.3% | +28.7% |
| 6M | +19.9% | +19.7% | +0.3% | +12.1% |
| YTD | -1.7% | +59.6% | -61.3% | -17.6% |
| 1Y | +29.4% | +37.1% | -7.7% | +14.0% |
| 3Y | +155.7% | +89.8% | +65.9% | +96.4% |
| 5Y | +93.1% | +47.4% | +45.7% | +55.9% |
| All | +156.4% | +187.5% | -31.1% | +76.4% |
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