-83.2%
FIG vs DVA
+21.6%
-104.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +3.4% | -8.8% | +12.2% | +2.2% |
| 30D | -9.5% | -3.4% | -6.1% | -9.9% |
| 3M | -26.2% | -2.6% | -23.6% | -26.3% |
| 6M | +2.7% | -11.9% | +14.6% | +1.3% |
| YTD | -48.0% | +53.6% | -101.6% | -38.5% |
| 1Y | -52.0% | +41.9% | -93.9% | -45.5% |
| All | -83.2% | +21.6% | -104.8% | -82.8% |
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