+180.2%
DVA vs FDS
+66.9%
+113.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +0.3% |
| 7D | -0.2% | -16.0% | +15.8% | +3.5% |
| 30D | +1.7% | -6.7% | +8.4% | +3.0% |
| 3M | -8.7% | +6.0% | -14.6% | -10.6% |
| 6M | +19.7% | +25.1% | -5.4% | +11.3% |
| YTD | +59.6% | -8.1% | +67.7% | +60.4% |
| 1Y | +37.1% | -26.0% | +63.1% | +46.8% |
| 3Y | +89.8% | -36.4% | +126.2% | +110.7% |
| 5Y | +47.4% | -27.7% | +75.1% | +52.3% |
| All | +180.2% | +66.9% | +113.4% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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