+88.6%
DVA vs BG
+18.0%
+70.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -1.3% | +3.1% | -4.4% | -1.8% |
| 30D | 0.0% | +10.2% | -10.2% | -1.5% |
| 3M | -10.9% | -1.7% | -9.3% | -10.8% |
| 6M | +17.3% | +1.0% | +16.3% | +16.3% |
| YTD | +59.8% | +39.9% | +19.9% | +47.6% |
| 1Y | +36.3% | +53.2% | -17.0% | +23.3% |
| 3Y | +88.6% | +16.3% | +72.3% | +77.0% |
| All | +88.6% | +18.0% | +70.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling