+114.5%
FE vs DVA
+186.3%
-71.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -0.2% | +2.0% | -2.2% | -0.4% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | +1.7% | -7.7% | +9.3% | +2.4% |
| 6M | -7.5% | +20.0% | -27.4% | -10.6% |
| YTD | +6.3% | +61.1% | -54.8% | -2.0% |
| 1Y | +10.9% | +33.9% | -23.0% | +5.0% |
| 3Y | +46.9% | +91.5% | -44.6% | +29.1% |
| 5Y | +47.6% | +41.8% | +5.8% | +34.4% |
| 10Y | +114.5% | +187.5% | -73.1% | +70.4% |
| All | +114.5% | +186.3% | -71.8% | +70.4% |
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