+284.0%
FITB vs DVA
+187.8%
+96.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | -1.3% | +1.1% | +0.1% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +3.2% | -10.9% | +14.1% | +5.7% |
| 6M | +23.4% | +17.3% | +6.1% | +15.3% |
| YTD | +18.8% | +59.8% | -41.0% | -0.4% |
| 1Y | +25.0% | +36.3% | -11.3% | +10.1% |
| 3Y | +131.2% | +88.6% | +42.6% | +75.9% |
| 5Y | +70.7% | +47.5% | +23.1% | +36.4% |
| All | +284.0% | +187.8% | +96.2% | +138.7% |
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