+906.3%
XBI vs DVA
+576.3%
+330.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.2% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | +17.8% | -10.9% | +28.7% | +21.0% |
| 6M | +23.7% | +17.3% | +6.4% | +14.7% |
| YTD | +28.2% | +59.8% | -31.6% | +5.2% |
| 1Y | +64.0% | +36.3% | +27.7% | +41.8% |
| 3Y | +99.4% | +88.6% | +10.8% | +46.4% |
| 5Y | +19.3% | +47.5% | -28.2% | -8.3% |
| 10Y | +158.7% | +185.2% | -26.5% | +35.3% |
| All | +906.3% | +576.3% | +330.0% | +243.8% |
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