+5,150.0%
FFIV vs DVA
+3,595.2%
+1,554.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.0% | +1.8% | -2.8% | -1.3% |
| 30D | -5.1% | -2.5% | -2.6% | -4.7% |
| 3M | -4.5% | -4.3% | -0.2% | -4.2% |
| 6M | +36.5% | +18.9% | +17.6% | +29.9% |
| YTD | +53.0% | +61.9% | -9.0% | +35.2% |
| 1Y | +24.2% | +35.7% | -11.5% | +13.8% |
| 3Y | +137.2% | +78.6% | +58.6% | +99.8% |
| 5Y | +91.8% | +39.2% | +52.6% | +65.7% |
| 10Y | +215.2% | +184.0% | +31.2% | +123.5% |
| All | +5,150.0% | +3,595.2% | +1,554.8% | +3,495.4% |
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