+4.8%
FE vs DVA
+47.6%
-42.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.2% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +0.4% | -2.4% | +2.8% | +0.3% |
| 6M | +6.9% | -9.8% | +16.7% | +7.1% |
| YTD | +8.0% | +57.8% | -49.8% | +9.7% |
| 1Y | +4.8% | +49.2% | -44.4% | +6.3% |
| All | +4.8% | +47.6% | -42.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling