+54.4%
DVA vs FGI
+45.3%
+9.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.0% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | +3.5% | -3.2% | +6.7% | +3.5% |
| 3M | +1.0% | +64.1% | -63.2% | +2.9% |
| 6M | -6.6% | +17.2% | -23.8% | -5.4% |
| YTD | +63.3% | +31.6% | +31.7% | +67.8% |
| All | +54.4% | +45.3% | +9.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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