+187.5%
DVA vs FIVE
+486.0%
-298.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.4% | +2.0% |
| 7D | +2.0% | +1.7% | +0.4% | +1.7% |
| 30D | -0.4% | +5.0% | -5.4% | -1.2% |
| 3M | -7.7% | +29.5% | -37.2% | -11.5% |
| 6M | +20.0% | +12.4% | +7.5% | +17.0% |
| YTD | +61.1% | +31.2% | +29.9% | +53.2% |
| 1Y | +33.9% | +72.9% | -39.0% | +21.7% |
| 3Y | +91.5% | +53.0% | +38.5% | +71.3% |
| 5Y | +41.8% | +34.2% | +7.6% | +26.2% |
| 10Y | +187.5% | +497.6% | -310.1% | +91.1% |
| All | +187.5% | +486.0% | -298.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling