+273.0%
DVA vs FIVE
+862.5%
-589.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | +0.9% | +17.4% | -16.5% | -1.3% |
| 3M | +2.9% | +7.0% | -4.2% | +1.7% |
| 6M | -7.8% | +20.5% | -28.2% | -10.6% |
| YTD | +61.5% | +33.1% | +28.4% | +53.9% |
| 1Y | +50.1% | +67.1% | -17.0% | +38.5% |
| 3Y | +121.1% | +41.9% | +79.2% | +101.6% |
| 5Y | +72.9% | +21.1% | +51.8% | +57.8% |
| 10Y | +208.2% | +518.8% | -310.6% | +115.2% |
| All | +273.0% | +862.5% | -589.5% | +153.4% |
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