+7,506.4%
FAST vs DVA
+5,194.7%
+2,311.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -0.8% | -2.5% | +1.7% | -0.5% |
| 3M | +5.8% | -4.3% | +10.0% | +6.0% |
| 6M | +8.0% | +18.9% | -10.9% | +4.4% |
| YTD | +25.6% | +61.9% | -36.3% | +15.6% |
| 1Y | +0.8% | +35.7% | -34.9% | -4.9% |
| 3Y | +86.1% | +78.6% | +7.5% | +66.1% |
| 5Y | +100.2% | +39.2% | +61.0% | +81.5% |
| 10Y | +494.2% | +184.0% | +310.2% | +376.4% |
| All | +7,506.4% | +5,194.7% | +2,311.7% | +4,458.8% |
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