-65.6%
XE vs DVA
+24.8%
-90.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +5.8% | -14.2% | -8.1% |
| 7D | -12.9% | +4.7% | -17.7% | -12.5% |
| 30D | -30.3% | +7.8% | -38.1% | -29.8% |
| 3M | -45.9% | -15.5% | -30.4% | -44.9% |
| 6M | -66.2% | +25.0% | -91.3% | -70.8% |
| All | -65.6% | +24.8% | -90.3% | -70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling