+94.9%
FFIV vs DVA
+105.9%
-11.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -0.5% | -8.8% | +8.2% | -0.3% |
| 30D | -32.4% | -3.4% | -29.0% | -32.3% |
| 3M | -25.7% | -2.6% | -23.1% | -25.7% |
| 6M | -13.5% | -11.9% | -1.6% | -13.4% |
| YTD | +21.1% | +53.6% | -32.5% | +15.7% |
| 1Y | +29.4% | +41.9% | -12.4% | +25.0% |
| 3Y | +94.9% | +97.5% | -2.6% | +64.0% |
| All | +94.9% | +105.9% | -11.1% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling