+142.3%
DVA vs FIVE
+34.8%
+107.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +8.2% | +17.7% | -9.4% | +7.0% |
| 3M | +5.9% | +4.0% | +1.9% | +5.5% |
| 6M | -1.3% | +2.6% | -3.9% | -1.8% |
| YTD | +68.4% | +27.6% | +40.9% | +65.2% |
| 1Y | +57.5% | +59.9% | -2.5% | +52.1% |
| 3Y | +142.3% | +35.8% | +106.5% | +145.5% |
| All | +142.3% | +34.8% | +107.5% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling