+4,900.3%
FLEX vs DVA
+5,194.7%
-294.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -10.1% | -2.5% | -7.7% | -9.7% |
| 3M | -31.3% | -4.3% | -27.1% | -31.2% |
| 6M | +71.3% | +18.9% | +52.4% | +64.2% |
| YTD | +81.2% | +61.9% | +19.3% | +60.4% |
| 1Y | +98.5% | +35.7% | +62.8% | +82.4% |
| 3Y | +428.2% | +78.6% | +349.6% | +344.7% |
| 5Y | +657.3% | +39.2% | +618.1% | +555.7% |
| 10Y | +995.9% | +184.0% | +811.9% | +687.1% |
| All | +4,900.3% | +5,194.7% | -294.4% | +1,862.0% |
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