-15.8%
F vs DVA
+75.9%
-91.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +2.6% | +8.2% | -5.6% | +1.1% |
| 3M | -8.8% | +5.9% | -14.7% | -10.0% |
| 6M | +4.6% | -1.3% | +5.9% | +3.9% |
| YTD | -1.9% | +68.4% | -70.3% | -13.4% |
| 1Y | -0.8% | +57.5% | -58.2% | -11.1% |
| 3Y | +43.5% | +142.3% | -98.8% | +14.7% |
| All | -15.8% | +75.9% | -91.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling