+235.5%
FFIV vs DVA
+187.5%
+48.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -3.7% | +1.7% | -5.4% | -4.0% |
| 3M | +2.0% | -8.7% | +10.6% | +2.9% |
| 6M | +39.3% | +19.7% | +19.6% | +33.4% |
| YTD | +56.1% | +59.6% | -3.5% | +40.8% |
| 1Y | +22.0% | +37.1% | -15.1% | +13.2% |
| 3Y | +148.2% | +89.8% | +58.4% | +110.3% |
| 5Y | +96.3% | +47.4% | +49.0% | +71.5% |
| All | +235.5% | +187.5% | +48.1% | +146.1% |
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