-68.4%
FLNC vs DVA
+62.2%
-130.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.8% | +4.4% | +9.7% |
| 7D | -2.1% | +4.7% | -6.8% | -2.4% |
| 30D | -20.8% | +7.8% | -28.6% | -21.2% |
| 3M | -61.3% | -15.5% | -45.8% | -61.2% |
| 6M | -50.9% | +25.0% | -75.9% | -50.4% |
| YTD | -69.4% | +69.6% | -138.9% | -69.8% |
| 1Y | -68.4% | +60.6% | -129.0% | -69.4% |
| All | -68.4% | +62.2% | -130.6% | -69.4% |
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 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