+274.0%
DVA vs FIVE
+868.1%
-594.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.6% |
| 7D | +1.8% | +4.3% | -2.4% | +1.2% |
| 30D | -2.5% | +12.5% | -15.0% | -4.2% |
| 3M | -4.3% | +31.2% | -35.5% | -8.0% |
| 6M | +18.9% | +14.4% | +4.5% | +15.9% |
| YTD | +61.9% | +33.9% | +28.1% | +54.3% |
| 1Y | +35.7% | +65.1% | -29.3% | +25.2% |
| 3Y | +78.6% | +49.0% | +29.7% | +61.8% |
| 5Y | +39.2% | +30.3% | +8.9% | +25.5% |
| 10Y | +184.0% | +481.1% | -297.1% | +99.5% |
| All | +274.0% | +868.1% | -594.1% | +154.2% |
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 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