+1,033.9%
FLEX vs DVA
+187.5%
+846.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -11.8% | +1.7% | -13.4% | -12.3% |
| 3M | -22.6% | -8.7% | -13.9% | -21.4% |
| 6M | +77.3% | +19.7% | +57.7% | +67.0% |
| YTD | +78.8% | +59.6% | +19.2% | +54.2% |
| 1Y | +86.1% | +37.1% | +49.0% | +67.0% |
| 3Y | +446.2% | +89.8% | +356.4% | +329.9% |
| 5Y | +689.7% | +47.4% | +642.3% | +552.2% |
| All | +1,033.9% | +187.5% | +846.5% | +673.5% |
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