+87.1%
DVA vs FDS
-30.3%
+117.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.2% |
| 7D | +2.2% | -5.4% | +7.6% | +2.2% |
| 30D | -2.0% | +1.6% | -3.6% | -2.0% |
| 3M | -6.3% | +17.7% | -24.0% | -6.3% |
| 6M | +19.4% | +29.1% | -9.6% | +19.7% |
| YTD | +58.5% | +1.0% | +57.5% | +64.2% |
| 1Y | +33.9% | -21.6% | +55.5% | +45.9% |
| All | +87.1% | -30.3% | +117.4% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling