+644.7%
FLEX vs DVA
+192.4%
+452.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.1% | +0.4% |
| 7D | +17.1% | -10.7% | +27.7% | +20.7% |
| 30D | -29.5% | -4.4% | -25.1% | -29.3% |
| 3M | -37.3% | -4.1% | -33.2% | -37.3% |
| 6M | -44.1% | -13.2% | -30.9% | -43.2% |
| YTD | +29.3% | +53.2% | -23.9% | +11.3% |
| 1Y | +24.2% | +40.8% | -16.7% | +9.3% |
| 3Y | +297.3% | +109.7% | +187.6% | +201.0% |
| 5Y | +446.2% | +64.5% | +381.7% | +325.0% |
| All | +644.7% | +192.4% | +452.4% | +376.5% |
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