+1,315.5%
FERG vs DVA
+509.1%
+806.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +0.9% | +2.0% | -1.1% | +0.7% |
| 30D | -15.1% | -0.4% | -14.7% | -15.0% |
| 3M | -4.8% | -7.7% | +2.8% | -4.4% |
| 6M | -2.5% | +20.0% | -22.4% | -5.3% |
| YTD | +1.8% | +61.1% | -59.3% | -4.9% |
| 1Y | -0.3% | +33.9% | -34.2% | -4.9% |
| 3Y | +52.9% | +91.5% | -38.6% | +39.4% |
| 5Y | +69.3% | +41.8% | +27.5% | +56.1% |
| 10Y | +352.7% | +187.5% | +165.2% | +290.4% |
| All | +1,315.5% | +509.1% | +806.4% | +1,027.0% |
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 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