+37.7%
BEN vs DVA
+40.8%
-3.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.9% | +1.7% | -0.8% | +0.6% |
| 3M | +9.2% | -8.7% | +17.8% | +10.5% |
| 6M | +36.8% | +19.7% | +17.1% | +30.5% |
| YTD | +44.4% | +59.6% | -15.2% | +28.6% |
| 1Y | +45.8% | +37.1% | +8.7% | +34.3% |
| 3Y | +52.5% | +89.8% | -37.2% | +27.0% |
| 5Y | +37.7% | +47.4% | -9.7% | +23.2% |
| All | +37.7% | +40.8% | -3.2% | +23.2% |
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