+87.7%
BEN vs DVA
+105.9%
-18.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +6.8% | -8.8% | +15.6% | +8.1% |
| 30D | +18.0% | -3.4% | +21.4% | +18.3% |
| 3M | +7.5% | -2.6% | +10.0% | +7.5% |
| 6M | +14.7% | -11.9% | +26.6% | +15.9% |
| YTD | +56.1% | +53.6% | +2.4% | +41.3% |
| 1Y | +69.6% | +41.9% | +27.7% | +56.4% |
| 3Y | +87.7% | +97.5% | -9.8% | +27.5% |
| All | +87.7% | +105.9% | -18.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling