-71.6%
FLNC vs DVA
+63.1%
-134.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.1% | -1.3% | -2.7% | -3.9% |
| 30D | -24.8% | 0.0% | -24.8% | -24.8% |
| 3M | -59.1% | -10.9% | -48.2% | -58.3% |
| 6M | -42.0% | +17.3% | -59.2% | -44.5% |
| YTD | -49.8% | +59.8% | -109.6% | -56.1% |
| 1Y | +43.1% | +36.3% | +6.8% | +29.8% |
| 3Y | -61.0% | +88.6% | -149.6% | -68.4% |
| All | -71.6% | +63.1% | -134.7% | -76.3% |
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