+1,273.2%
BE vs DVA
+42.2%
+1,231.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | +23.9% | +2.0% | +21.9% | +23.5% |
| 30D | +27.8% | -0.4% | +28.2% | +27.9% |
| 3M | +3.7% | -7.7% | +11.4% | +4.0% |
| 6M | +78.0% | +20.0% | +58.0% | +67.9% |
| YTD | +209.9% | +61.1% | +148.8% | +168.2% |
| 1Y | +389.6% | +33.9% | +355.7% | +343.1% |
| 3Y | +1,730.6% | +91.5% | +1,639.1% | +1,342.1% |
| All | +1,273.2% | +42.2% | +1,231.0% | +1,023.8% |
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 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