-16.2%
BN vs DVA
+36.3%
-52.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -5.2% | -1.3% | -3.9% | -5.2% |
| 30D | -14.5% | 0.0% | -14.5% | -14.5% |
| 3M | -15.0% | -10.9% | -4.1% | -15.1% |
| 6M | -5.4% | +17.3% | -22.7% | -5.2% |
| YTD | -16.4% | +59.8% | -76.2% | -14.9% |
| 1Y | -16.2% | +36.3% | -52.5% | -12.0% |
| All | -16.2% | +36.3% | -52.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling