+74.3%
F vs DVA
+197.6%
-123.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +2.1% | 0.0% | +2.1% | +2.0% |
| 3M | -10.3% | -2.4% | -7.9% | -10.1% |
| 6M | +3.3% | -9.8% | +13.0% | +4.6% |
| YTD | -2.0% | +57.8% | -59.8% | -15.6% |
| 1Y | -2.3% | +49.2% | -51.5% | -14.5% |
| 3Y | +49.9% | +116.0% | -66.1% | +14.9% |
| 5Y | -12.5% | +68.5% | -81.0% | -31.0% |
| 10Y | +74.3% | +198.9% | -124.6% | +15.6% |
| All | +74.3% | +197.6% | -123.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling