+53.9%
F vs DVA
+40.3%
+13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +5.3% | +1.8% | +3.5% | +5.0% |
| 30D | +4.6% | -2.5% | +7.1% | +5.0% |
| 3M | -3.7% | -4.3% | +0.6% | -3.4% |
| 6M | +16.8% | +18.9% | -2.0% | +11.4% |
| YTD | +15.3% | +61.9% | -46.7% | +2.6% |
| 1Y | +31.0% | +35.7% | -4.7% | +21.0% |
| 3Y | +45.4% | +78.6% | -33.2% | +23.9% |
| All | +53.9% | +40.3% | +13.7% | +44.4% |
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