+8,310.9%
FAST vs DVA
+5,239.3%
+3,071.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.4% |
| 7D | +3.8% | -0.1% | +4.0% | +3.8% |
| 30D | +8.1% | +3.5% | +4.6% | +7.4% |
| 3M | +5.8% | +1.0% | +4.8% | +5.4% |
| 6M | +24.9% | -6.6% | +31.5% | +25.2% |
| YTD | +38.9% | +63.3% | -24.4% | +27.4% |
| 1Y | +36.5% | +50.0% | -13.5% | +26.7% |
| 3Y | +98.1% | +120.1% | -21.9% | +71.9% |
| 5Y | +109.3% | +73.7% | +35.6% | +83.5% |
| 10Y | +547.9% | +212.7% | +335.2% | +412.2% |
| All | +8,310.9% | +5,239.3% | +3,071.7% | +4,923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling