+239.4%
XME vs DVA
+633.2%
-393.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.3% |
| 7D | -0.2% | +2.0% | -2.2% | -1.0% |
| 30D | +1.4% | -0.4% | +1.8% | +1.4% |
| 3M | +2.7% | -7.7% | +10.4% | +4.1% |
| 6M | +6.5% | +20.0% | -13.4% | -4.2% |
| YTD | +15.2% | +61.1% | -45.9% | -9.8% |
| 1Y | +43.5% | +33.9% | +9.6% | +20.8% |
| 3Y | +135.9% | +91.5% | +44.3% | +60.1% |
| 5Y | +181.5% | +41.8% | +139.7% | +107.4% |
| 10Y | +436.9% | +187.5% | +249.3% | +144.8% |
| All | +239.4% | +633.2% | -393.8% | -23.2% |
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