+136.0%
XLC vs DVA
+141.4%
-5.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.7% | -8.8% | +12.5% | +5.4% |
| 30D | -1.9% | -3.4% | +1.5% | -1.5% |
| 3M | -3.1% | -2.6% | -0.5% | -3.0% |
| 6M | -6.4% | -11.9% | +5.5% | -5.1% |
| YTD | -6.8% | +53.6% | -60.5% | -16.5% |
| 1Y | -1.7% | +41.9% | -43.6% | -10.4% |
| 3Y | +64.7% | +97.5% | -32.8% | +35.5% |
| 5Y | +41.1% | +65.0% | -23.9% | +16.6% |
| All | +136.0% | +141.4% | -5.4% | +65.0% |
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