+14,642.2%
BN vs DVA
+5,194.7%
+9,447.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -2.5% | +1.8% | -4.3% | -2.7% |
| 30D | -9.5% | -2.5% | -7.0% | -9.2% |
| 3M | -10.4% | -4.3% | -6.1% | -10.2% |
| 6M | -6.4% | +18.9% | -25.2% | -9.7% |
| YTD | -11.9% | +61.9% | -73.8% | -19.5% |
| 1Y | -8.6% | +35.7% | -44.3% | -14.3% |
| 3Y | +77.6% | +78.6% | -1.1% | +57.7% |
| 5Y | +37.0% | +39.2% | -2.2% | +24.2% |
| 10Y | +266.4% | +184.0% | +82.4% | +196.5% |
| All | +14,642.2% | +5,194.7% | +9,447.5% | +10,344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling