+36.3%
DVA vs BTG
+25.2%
+11.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | -3.8% | +2.4% | -1.3% |
| 30D | 0.0% | +3.6% | -3.6% | 0.0% |
| 3M | -10.9% | +32.0% | -42.9% | -11.1% |
| 6M | +17.3% | +3.4% | +13.9% | +16.3% |
| YTD | +59.8% | +20.8% | +39.0% | +58.6% |
| 1Y | +36.3% | +22.4% | +13.8% | +34.1% |
| All | +36.3% | +25.2% | +11.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling