+289.0%
DVA vs FIVE
+822.5%
-533.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +5.9% | +4.0% | +1.9% | +5.2% |
| 6M | -1.3% | +2.6% | -3.9% | -2.2% |
| YTD | +68.4% | +27.6% | +40.9% | +61.5% |
| 1Y | +57.5% | +59.9% | -2.5% | +46.2% |
| 3Y | +142.3% | +35.8% | +106.5% | +122.4% |
| 5Y | +75.0% | +14.4% | +60.5% | +61.0% |
| 10Y | +226.4% | +576.1% | -349.8% | +126.5% |
| All | +289.0% | +822.5% | -533.5% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling