-59.0%
FICO vs DVA
+50.4%
-109.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | +4.0% | -4.8% | +8.7% | +3.9% |
| 30D | -1.5% | +0.9% | -2.5% | -1.6% |
| 3M | -29.8% | +2.9% | -32.7% | -29.7% |
| 6M | -33.3% | -7.8% | -25.5% | -33.3% |
| YTD | -56.9% | +61.5% | -118.4% | -51.1% |
| All | -59.0% | +50.4% | -109.4% | -51.0% |
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 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