+106.4%
XLRE vs DVA
+147.2%
-40.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -2.3% | +1.7% | -4.0% | -2.7% |
| 3M | -3.5% | -8.7% | +5.2% | -2.4% |
| 6M | +1.9% | +19.7% | -17.8% | -2.7% |
| YTD | +8.3% | +59.6% | -51.3% | -2.7% |
| 1Y | +6.4% | +37.1% | -30.7% | -1.7% |
| 3Y | +30.2% | +89.8% | -59.5% | +10.1% |
| 5Y | +8.6% | +47.4% | -38.7% | -5.4% |
| 10Y | +87.4% | +184.9% | -97.5% | +35.0% |
| All | +106.4% | +147.2% | -40.8% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling