+602.8%
FICO vs DVA
+178.6%
+424.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -15.4% | +2.2% | -17.7% | -15.9% |
| 30D | -10.4% | -2.0% | -8.4% | -10.1% |
| 3M | -22.7% | -6.3% | -16.4% | -22.2% |
| 6M | -36.8% | +19.4% | -56.2% | -40.3% |
| YTD | -44.8% | +58.5% | -103.3% | -51.9% |
| 1Y | -39.3% | +33.9% | -73.2% | -44.8% |
| 3Y | +3.7% | +88.4% | -84.7% | -16.6% |
| 5Y | +101.7% | +39.5% | +62.2% | +71.0% |
| 10Y | +602.8% | +179.5% | +423.3% | +365.1% |
| All | +602.8% | +178.6% | +424.2% | +365.1% |
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