+433.9%
BTSG vs DVA
+68.7%
+365.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | -6.9% | -10.9% | +4.0% | -6.0% |
| 6M | +42.1% | +17.3% | +24.8% | +37.5% |
| YTD | +56.8% | +59.8% | -3.0% | +42.6% |
| 1Y | +109.8% | +36.3% | +73.6% | +98.6% |
| All | +433.9% | +68.7% | +365.2% | +414.7% |
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