+402.6%
XME vs DVA
+187.8%
+214.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | -3.9% | -10.9% | +7.0% | -2.3% |
| 6M | -1.0% | +17.3% | -18.2% | -7.2% |
| YTD | +9.8% | +59.8% | -50.0% | -6.7% |
| 1Y | +32.5% | +36.3% | -3.7% | +17.6% |
| 3Y | +124.3% | +88.6% | +35.7% | +73.8% |
| 5Y | +165.8% | +47.5% | +118.3% | +115.3% |
| All | +402.6% | +187.8% | +214.8% | +218.9% |
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