-24.1%
FICO vs DVA
+139.6%
-163.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.1% |
| 30D | +3.3% | +8.2% | -4.9% | +2.6% |
| 3M | -31.7% | +5.9% | -37.6% | -32.1% |
| 6M | -34.0% | -1.3% | -32.7% | -34.1% |
| YTD | -58.3% | +68.4% | -126.8% | -60.5% |
| 1Y | -57.9% | +57.5% | -115.4% | -59.6% |
| 3Y | -24.1% | +142.3% | -166.4% | -27.9% |
| All | -24.1% | +139.6% | -163.7% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling