-38.6%
FICO vs DVA
+35.1%
-73.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.6% |
| 7D | -19.2% | +1.8% | -21.0% | -19.1% |
| 30D | -14.6% | -2.5% | -12.1% | -14.7% |
| 3M | -20.1% | -4.3% | -15.8% | -19.8% |
| 6M | -36.3% | +18.9% | -55.2% | -34.5% |
| YTD | -44.9% | +61.9% | -106.8% | -39.8% |
| 1Y | -38.6% | +35.7% | -74.3% | -30.1% |
| All | -38.6% | +35.1% | -73.8% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling