+911.5%
BE vs DVA
+162.1%
+749.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.0% |
| 7D | +20.0% | +1.8% | +18.1% | +19.4% |
| 30D | +7.9% | -2.5% | +10.4% | +8.7% |
| 3M | -13.2% | -4.3% | -9.0% | -13.4% |
| 6M | +53.5% | +18.9% | +34.6% | +40.9% |
| YTD | +191.0% | +61.9% | +129.1% | +135.4% |
| 1Y | +360.5% | +35.7% | +324.8% | +294.4% |
| 3Y | +1,568.0% | +78.6% | +1,489.4% | +1,124.1% |
| 5Y | +1,055.2% | +39.2% | +1,016.0% | +810.9% |
| All | +911.5% | +162.1% | +749.4% | +428.3% |
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