+41.8%
DVA vs FDS
-23.5%
+65.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.8% |
| 7D | +2.0% | -8.8% | +10.8% | +2.5% |
| 30D | -0.4% | -1.4% | +1.0% | -0.3% |
| 3M | -7.7% | +13.9% | -21.5% | -8.5% |
| 6M | +20.0% | +27.4% | -7.4% | +17.7% |
| YTD | +61.1% | -2.5% | +63.5% | +64.2% |
| 1Y | +33.9% | -23.8% | +57.7% | +42.9% |
| 3Y | +91.5% | -32.5% | +124.0% | +108.5% |
| 5Y | +41.8% | -23.2% | +65.0% | +51.5% |
| All | +41.8% | -23.5% | +65.2% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling