+188.1%
DVA vs FDS
+127.7%
+60.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -8.8% | +1.5% | -10.2% | -9.0% |
| 30D | -3.4% | +14.8% | -18.2% | -6.3% |
| 3M | -2.6% | +16.3% | -18.9% | -6.0% |
| 6M | -11.9% | +66.2% | -78.1% | -22.4% |
| YTD | +53.6% | +16.2% | +37.4% | +46.6% |
| 1Y | +41.9% | +21.8% | +20.0% | +33.0% |
| 3Y | +97.5% | -23.9% | +121.4% | +112.7% |
| 5Y | +65.0% | -23.1% | +88.1% | +73.9% |
| All | +188.1% | +127.7% | +60.4% | +89.9% |
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