+147.8%
XEL vs DVA
+187.8%
-40.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | -3.9% | 0.0% | -4.0% | -4.0% |
| 3M | -2.8% | -10.9% | +8.1% | -1.7% |
| 6M | -5.4% | +17.3% | -22.7% | -8.2% |
| YTD | +3.8% | +59.8% | -56.0% | -4.0% |
| 1Y | +6.8% | +36.3% | -29.4% | +1.0% |
| 3Y | +45.6% | +88.6% | -43.0% | +29.3% |
| 5Y | +30.7% | +47.5% | -16.8% | +18.7% |
| All | +147.8% | +187.8% | -40.0% | +98.0% |
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 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