+72.3%
BA vs DVA
+178.6%
-106.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +2.5% | +2.2% | +0.2% | +1.9% |
| 30D | -10.1% | -2.0% | -8.1% | -9.6% |
| 3M | -2.4% | -6.3% | +3.9% | -1.7% |
| 6M | -8.8% | +19.4% | -28.3% | -15.0% |
| YTD | -2.9% | +58.5% | -61.4% | -17.7% |
| 1Y | -8.8% | +33.9% | -42.6% | -18.6% |
| 3Y | -0.3% | +88.4% | -88.7% | -24.2% |
| 5Y | -0.3% | +39.5% | -39.8% | -18.5% |
| 10Y | +72.3% | +179.5% | -107.1% | +9.7% |
| All | +72.3% | +178.6% | -106.2% | +9.7% |
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