-15.6%
XYL vs DVA
+40.8%
-56.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -13.2% | +1.7% | -14.8% | -13.4% |
| 3M | -0.2% | -8.7% | +8.5% | +0.6% |
| 6M | -12.5% | +19.7% | -32.1% | -15.6% |
| YTD | -20.9% | +59.6% | -80.5% | -27.4% |
| 1Y | -21.6% | +37.1% | -58.7% | -26.3% |
| 3Y | +16.1% | +89.8% | -73.6% | +1.8% |
| 5Y | -15.6% | +47.4% | -63.0% | -22.0% |
| All | -15.6% | +40.8% | -56.5% | -22.0% |
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