+169.4%
XLV vs DVA
+187.8%
-18.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -1.3% | -2.2% | -3.3% |
| 30D | -1.8% | 0.0% | -1.9% | -1.9% |
| 3M | +7.8% | -10.9% | +18.7% | +9.5% |
| 6M | +9.1% | +17.3% | -8.2% | +4.5% |
| YTD | +7.7% | +59.8% | -52.1% | -3.8% |
| 1Y | +20.4% | +36.3% | -15.8% | +11.1% |
| 3Y | +30.8% | +88.6% | -57.8% | +10.1% |
| 5Y | +34.6% | +47.5% | -12.9% | +17.2% |
| All | +169.4% | +187.8% | -18.4% | +94.3% |
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