+84.1%
F vs DVA
+186.3%
-102.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.6% | -4.3% |
| 7D | -4.9% | +2.0% | -6.9% | -5.3% |
| 30D | -2.9% | -0.4% | -2.5% | -2.9% |
| 3M | -9.1% | -7.7% | -1.4% | -7.9% |
| 6M | +12.9% | +20.0% | -7.0% | +6.0% |
| YTD | +6.1% | +61.1% | -55.0% | -8.7% |
| 1Y | +22.5% | +33.9% | -11.4% | +10.7% |
| 3Y | +32.1% | +91.5% | -59.5% | +4.6% |
| 5Y | +43.7% | +41.8% | +2.0% | +20.4% |
| 10Y | +84.1% | +187.5% | -103.4% | +22.5% |
| All | +84.1% | +186.3% | -102.2% | +22.5% |
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