+26.6%
BA vs DVA
+197.6%
-170.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -8.9% | 0.0% | -8.9% | -9.1% |
| 3M | -25.5% | -2.4% | -23.1% | -25.3% |
| 6M | -27.0% | -9.8% | -17.2% | -26.0% |
| YTD | -20.1% | +57.8% | -77.9% | -32.6% |
| 1Y | -11.0% | +49.2% | -60.2% | -23.6% |
| 3Y | -11.8% | +116.0% | -127.9% | -35.9% |
| 5Y | -20.6% | +68.5% | -89.1% | -40.5% |
| 10Y | +26.6% | +198.9% | -172.3% | -23.8% |
| All | +26.6% | +197.6% | -170.9% | -23.8% |
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