-79.9%
FIG vs DVA
+26.5%
-106.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -3.8% | -1.3% | -2.5% | -4.0% |
| 30D | -2.3% | 0.0% | -2.3% | -2.2% |
| 3M | +20.0% | -10.9% | +30.9% | +18.1% |
| 6M | -16.7% | +17.3% | -33.9% | -12.2% |
| YTD | -37.9% | +59.8% | -97.7% | -26.4% |
| 1Y | -58.5% | +36.3% | -94.8% | -55.4% |
| All | -79.9% | +26.5% | -106.4% | -79.3% |
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