+725.7%
FLEX vs DVA
+41.6%
+684.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.8% |
| 7D | +6.4% | +2.0% | +4.3% | +5.8% |
| 30D | -5.9% | -0.4% | -5.5% | -5.9% |
| 3M | -23.5% | -7.7% | -15.8% | -22.9% |
| 6M | +83.7% | +20.0% | +63.8% | +74.8% |
| YTD | +86.5% | +61.1% | +25.4% | +68.4% |
| 1Y | +100.5% | +33.9% | +66.6% | +86.5% |
| 3Y | +469.8% | +91.5% | +378.3% | +390.7% |
| 5Y | +725.7% | +41.8% | +683.9% | +683.1% |
| All | +725.7% | +41.6% | +684.0% | +683.1% |
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