+51.8%
BEN vs DVA
+187.8%
-136.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +6.8% | -10.9% | +17.8% | +9.5% |
| 6M | +38.1% | +17.3% | +20.8% | +29.7% |
| YTD | +44.3% | +59.8% | -15.5% | +22.1% |
| 1Y | +42.6% | +36.3% | +6.3% | +26.4% |
| 3Y | +52.3% | +88.6% | -36.3% | +17.1% |
| 5Y | +37.6% | +47.5% | -9.9% | +10.7% |
| All | +51.8% | +187.8% | -136.0% | -4.1% |
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