+120.9%
FE vs DVA
+197.6%
-76.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | +4.3% | 0.0% | +4.3% | +4.2% |
| 3M | +0.4% | -2.4% | +2.8% | +0.5% |
| 6M | +6.9% | -9.8% | +16.7% | +7.7% |
| YTD | +8.0% | +57.8% | -49.8% | -0.4% |
| 1Y | +4.8% | +49.2% | -44.4% | -2.6% |
| 3Y | +49.0% | +116.0% | -67.1% | +28.5% |
| 5Y | +46.2% | +68.5% | -22.3% | +27.9% |
| 10Y | +120.9% | +198.9% | -78.0% | +63.3% |
| All | +120.9% | +197.6% | -76.7% | +63.3% |
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 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