+53.3%
FLNC vs DVA
+35.1%
+18.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | -4.9% | +1.8% | -6.7% | -4.9% |
| 30D | -27.3% | -2.5% | -24.8% | -27.2% |
| 3M | -61.9% | -4.3% | -57.6% | -61.5% |
| 6M | -34.5% | +18.9% | -53.4% | -33.1% |
| YTD | -47.7% | +61.9% | -109.6% | -46.4% |
| 1Y | +53.3% | +35.7% | +17.6% | +57.0% |
| All | +53.3% | +35.1% | +18.2% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling