+845.2%
FITB vs DVA
+5,194.7%
-4,349.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | -4.7% | -2.5% | -2.2% | -4.3% |
| 3M | +6.7% | -4.3% | +10.9% | +7.1% |
| 6M | +12.6% | +18.9% | -6.3% | +7.6% |
| YTD | +19.1% | +61.9% | -42.8% | +6.5% |
| 1Y | +22.6% | +35.7% | -13.1% | +13.4% |
| 3Y | +127.1% | +78.6% | +48.5% | +95.5% |
| 5Y | +71.8% | +39.2% | +32.6% | +52.0% |
| 10Y | +287.2% | +184.0% | +103.2% | +196.1% |
| All | +845.2% | +5,194.7% | -4,349.4% | +467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling