-39.3%
FICO vs DVA
+31.4%
-70.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | 0.0% |
| 7D | -15.4% | +2.2% | -17.7% | -15.3% |
| 30D | -10.4% | -2.0% | -8.4% | -10.5% |
| 3M | -22.7% | -6.3% | -16.4% | -22.5% |
| 6M | -36.8% | +19.4% | -56.2% | -34.8% |
| YTD | -44.8% | +58.5% | -103.3% | -39.8% |
| 1Y | -39.3% | +33.9% | -73.2% | -30.7% |
| All | -39.3% | +31.4% | -70.8% | -30.7% |
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