+3,505.8%
FLEX vs DVA
+5,180.6%
-1,674.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.2% |
| 7D | +2.2% | -4.8% | +7.0% | +3.2% |
| 30D | -32.6% | +0.9% | -33.6% | -33.2% |
| 3M | -35.5% | +2.9% | -38.4% | -36.5% |
| 6M | -45.6% | -7.8% | -37.8% | -45.5% |
| YTD | +30.7% | +61.5% | -30.8% | +14.8% |
| 1Y | +28.4% | +50.1% | -21.7% | +14.5% |
| 3Y | +301.7% | +121.1% | +180.5% | +221.7% |
| 5Y | +473.3% | +72.9% | +400.4% | +368.7% |
| 10Y | +651.7% | +208.2% | +443.5% | +427.1% |
| All | +3,505.8% | +5,180.6% | -1,674.8% | +1,303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling