+4.7%
FAST vs DVA
+31.4%
-26.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +1.3% | +2.2% | -0.9% | +1.1% |
| 30D | -4.7% | -2.0% | -2.7% | -4.6% |
| 3M | +7.9% | -6.3% | +14.2% | +7.9% |
| 6M | +7.4% | +19.4% | -12.0% | +4.3% |
| YTD | +25.1% | +58.5% | -33.4% | +14.5% |
| 1Y | +4.7% | +33.9% | -29.2% | -4.3% |
| All | +4.7% | +31.4% | -26.7% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling