+143.7%
XLC vs DVA
+151.1%
-7.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.5% | -1.3% | +1.8% | +0.7% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +0.7% | -10.9% | +11.6% | +2.3% |
| 6M | -3.2% | +17.3% | -20.5% | -7.3% |
| YTD | -3.8% | +59.8% | -63.6% | -14.1% |
| 1Y | -2.0% | +36.3% | -38.3% | -9.6% |
| 3Y | +71.4% | +88.6% | -17.2% | +42.3% |
| 5Y | +40.7% | +47.5% | -6.9% | +21.0% |
| All | +143.7% | +151.1% | -7.4% | +69.8% |
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 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