+39.3%
XLC vs DVA
+40.8%
-1.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +0.2% | +1.7% | -1.5% | 0.0% |
| 3M | +0.7% | -8.7% | +9.4% | +1.4% |
| 6M | -4.5% | +19.7% | -24.1% | -7.2% |
| YTD | -4.7% | +59.6% | -64.3% | -11.3% |
| 1Y | -1.5% | +37.1% | -38.6% | -6.3% |
| 3Y | +72.2% | +89.8% | -17.5% | +52.9% |
| 5Y | +39.3% | +47.4% | -8.0% | +25.5% |
| All | +39.3% | +40.8% | -1.5% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling