+507.7%
FAST vs DVA
+178.6%
+329.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +1.3% | +2.2% | -0.9% | +0.9% |
| 30D | -4.7% | -2.0% | -2.7% | -4.4% |
| 3M | +7.9% | -6.3% | +14.2% | +8.6% |
| 6M | +7.4% | +19.4% | -12.0% | +2.4% |
| YTD | +25.1% | +58.5% | -33.4% | +11.8% |
| 1Y | +4.7% | +33.9% | -29.2% | -3.3% |
| 3Y | +94.7% | +88.4% | +6.3% | +63.0% |
| 5Y | +106.8% | +39.5% | +67.3% | +81.8% |
| 10Y | +507.7% | +179.5% | +328.2% | +318.6% |
| All | +507.7% | +178.6% | +329.1% | +318.6% |
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