-80.9%
FIG vs DVA
+27.5%
-108.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.0% |
| 7D | -14.5% | +2.0% | -16.5% | -14.1% |
| 30D | -13.3% | -0.4% | -12.9% | -13.3% |
| 3M | +7.4% | -7.7% | +15.1% | +6.5% |
| 6M | -27.8% | +20.0% | -47.7% | -23.4% |
| YTD | -41.1% | +61.1% | -102.2% | -30.0% |
| 1Y | -58.7% | +33.9% | -92.6% | -56.6% |
| All | -80.9% | +27.5% | -108.4% | -80.4% |
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 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