+287.0%
FLEX vs DVA
+111.7%
+175.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.8% |
| 7D | -13.6% | -1.6% | -12.0% | -13.7% |
| 30D | -36.5% | 0.0% | -36.5% | -37.1% |
| 3M | -36.4% | -2.4% | -34.0% | -36.8% |
| 6M | -46.5% | -9.8% | -36.7% | -46.5% |
| YTD | +25.9% | +57.8% | -31.9% | +11.4% |
| 1Y | +19.6% | +49.2% | -29.6% | +6.7% |
| 3Y | +287.0% | +116.0% | +171.0% | +211.4% |
| All | +287.0% | +111.7% | +175.3% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling