+34.0%
BN vs DVA
+64.3%
-30.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -1.0% | -8.8% | +7.8% | +0.5% |
| 30D | +14.0% | -3.4% | +17.4% | +14.5% |
| 3M | -9.0% | -2.6% | -6.4% | -8.8% |
| 6M | -8.8% | -11.9% | +3.1% | -7.8% |
| YTD | -10.3% | +53.6% | -63.9% | -19.8% |
| 1Y | -5.8% | +41.9% | -47.7% | -14.2% |
| 3Y | +94.8% | +97.5% | -2.7% | +61.6% |
| All | +34.0% | +64.3% | -30.3% | +15.1% |
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 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