+846.7%
FITB vs DVA
+4,923.3%
-4,076.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +2.8% | -8.8% | +11.5% | +4.5% |
| 30D | +9.8% | -3.4% | +13.2% | +10.2% |
| 3M | -5.2% | -2.6% | -2.6% | -5.0% |
| 6M | +17.3% | -11.9% | +29.2% | +19.1% |
| YTD | +19.3% | +53.6% | -34.4% | +7.3% |
| 1Y | +32.7% | +41.9% | -9.2% | +21.3% |
| 3Y | +141.6% | +97.5% | +44.1% | +104.4% |
| 5Y | +48.9% | +65.0% | -16.1% | +27.2% |
| 10Y | +216.5% | +193.2% | +23.3% | +140.5% |
| All | +846.7% | +4,923.3% | -4,076.6% | +471.4% |
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 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