+351.3%
FERG vs DVA
+187.8%
+163.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -1.3% | -1.2% | -2.4% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -2.0% | -10.9% | +8.9% | -1.1% |
| 6M | -3.2% | +17.3% | -20.5% | -6.0% |
| YTD | +1.5% | +59.8% | -58.3% | -5.8% |
| 1Y | +0.5% | +36.3% | -35.8% | -4.8% |
| 3Y | +50.4% | +88.6% | -38.2% | +36.1% |
| 5Y | +68.7% | +47.5% | +21.1% | +53.6% |
| All | +351.3% | +187.8% | +163.5% | +294.0% |
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