+36.3%
DVA vs FDS
-27.2%
+63.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | 0.0% |
| 7D | -1.3% | -14.0% | +12.7% | -2.9% |
| 30D | 0.0% | -6.2% | +6.3% | -0.5% |
| 3M | -10.9% | +10.2% | -21.1% | -9.7% |
| 6M | +17.3% | +27.4% | -10.2% | +22.7% |
| YTD | +59.8% | -9.3% | +69.1% | +64.0% |
| 1Y | +36.3% | -28.6% | +64.9% | +37.1% |
| All | +36.3% | -27.2% | +63.5% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling