+41.9%
DVA vs FIVE
+62.4%
-20.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -8.8% | +2.7% | -11.4% | -9.1% |
| 30D | -3.4% | +12.7% | -16.1% | -4.6% |
| 3M | -2.6% | +2.1% | -4.6% | -3.2% |
| 6M | -11.9% | +17.5% | -29.4% | -13.4% |
| YTD | +53.6% | +31.0% | +22.7% | +51.5% |
| 1Y | +41.9% | +67.7% | -25.9% | +27.2% |
| All | +41.9% | +62.4% | -20.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling