+66.7%
FITB vs DVA
+46.8%
+19.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | -1.3% | +1.1% | 0.0% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +3.2% | -10.9% | +14.1% | +5.0% |
| 6M | +23.4% | +17.3% | +6.1% | +17.4% |
| YTD | +18.8% | +59.8% | -41.0% | +4.0% |
| 1Y | +25.0% | +36.3% | -11.3% | +13.8% |
| 3Y | +131.2% | +88.6% | +42.6% | +88.1% |
| All | +66.7% | +46.8% | +19.9% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling