+2,185.6%
FIX vs DVA
+38.1%
+2,147.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | +6.1% | +2.2% | +3.8% | +5.7% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -10.9% | -6.3% | -4.7% | -10.7% |
| 6M | +29.0% | +19.4% | +9.6% | +23.8% |
| YTD | +76.9% | +58.5% | +18.4% | +60.8% |
| 1Y | +130.7% | +33.9% | +96.9% | +116.0% |
| 3Y | +790.7% | +88.4% | +702.2% | +676.3% |
| 5Y | +2,185.6% | +39.5% | +2,146.1% | +2,095.2% |
| All | +2,185.6% | +38.1% | +2,147.5% | +2,095.2% |
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