+12,100.3%
FICO vs DVA
+5,194.7%
+6,905.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.9% |
| 7D | -19.2% | +1.8% | -21.0% | -19.4% |
| 30D | -14.6% | -2.5% | -12.1% | -14.3% |
| 3M | -20.1% | -4.3% | -15.8% | -19.9% |
| 6M | -36.3% | +18.9% | -55.2% | -38.6% |
| YTD | -44.9% | +61.9% | -106.8% | -49.6% |
| 1Y | -38.6% | +35.7% | -74.3% | -42.4% |
| 3Y | +4.0% | +78.6% | -74.7% | -7.8% |
| 5Y | +99.5% | +39.2% | +60.3% | +80.1% |
| 10Y | +604.7% | +184.0% | +420.7% | +464.0% |
| All | +12,100.3% | +5,194.7% | +6,905.7% | +8,502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling