+1,960.0%
DVA vs FDS
+10,448.9%
-8,488.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -5.0% |
| 7D | -10.7% | -2.6% | -8.1% | -10.2% |
| 30D | -4.4% | +14.1% | -18.5% | -6.8% |
| 3M | -4.1% | +19.8% | -23.9% | -7.7% |
| 6M | -13.2% | +55.0% | -68.2% | -21.2% |
| YTD | +53.2% | +15.9% | +37.3% | +45.4% |
| 1Y | +40.8% | +24.2% | +16.6% | +31.5% |
| 3Y | +109.7% | -24.0% | +133.8% | +115.2% |
| 5Y | +64.5% | -23.3% | +87.9% | +66.6% |
| 10Y | +192.4% | +128.0% | +64.4% | +134.4% |
| All | +1,960.0% | +10,448.9% | -8,488.9% | +580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling