+180.6%
DVA vs BTG
+159.3%
+21.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | -3.8% | +2.4% | -1.2% |
| 30D | 0.0% | +3.6% | -3.6% | -0.1% |
| 3M | -10.9% | +32.0% | -42.9% | -12.1% |
| 6M | +17.3% | +3.4% | +13.9% | +16.7% |
| YTD | +59.8% | +20.8% | +39.0% | +57.6% |
| 1Y | +36.3% | +22.4% | +13.8% | +34.0% |
| 3Y | +88.6% | +91.7% | -3.1% | +80.2% |
| 5Y | +47.5% | +79.0% | -31.5% | +41.2% |
| All | +180.6% | +159.3% | +21.3% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling