+463.5%
BTSG vs DVA
+70.1%
+393.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +2.9% | +2.0% | +0.9% | +2.6% |
| 30D | +0.9% | -0.4% | +1.2% | +0.9% |
| 3M | +1.6% | -7.7% | +9.3% | +2.0% |
| 6M | +46.8% | +20.0% | +26.8% | +41.5% |
| YTD | +65.5% | +61.1% | +4.4% | +50.3% |
| 1Y | +136.2% | +33.9% | +102.4% | +124.7% |
| All | +463.5% | +70.1% | +393.5% | +442.7% |
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 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