+88.3%
EXPE vs DVA
+41.6%
+46.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -11.5% | +2.0% | -13.5% | -11.9% |
| 30D | -13.1% | -0.4% | -12.7% | -13.0% |
| 3M | +18.1% | -7.7% | +25.8% | +19.3% |
| 6M | +13.3% | +20.0% | -6.7% | +7.1% |
| YTD | -3.2% | +61.1% | -64.3% | -16.8% |
| 1Y | +26.1% | +33.9% | -7.7% | +15.2% |
| 3Y | +151.7% | +91.5% | +60.2% | +98.3% |
| 5Y | +88.3% | +41.8% | +46.6% | +64.0% |
| All | +88.3% | +41.6% | +46.7% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling