+108.0%
FAST vs DVA
+63.0%
+45.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.6% |
| 7D | +5.0% | -10.7% | +15.7% | +6.1% |
| 30D | +8.6% | -4.4% | +13.0% | +8.9% |
| 3M | +6.9% | -4.1% | +11.0% | +7.1% |
| 6M | +29.6% | -13.2% | +42.8% | +30.7% |
| YTD | +41.4% | +53.2% | -11.8% | +33.0% |
| 1Y | +38.5% | +40.8% | -2.3% | +31.4% |
| 3Y | +98.7% | +109.7% | -11.0% | +81.2% |
| 5Y | +108.0% | +64.5% | +43.5% | +94.5% |
| All | +108.0% | +63.0% | +45.1% | +94.5% |
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 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