+238.9%
FLR vs DVA
+40.8%
+198.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | +1.1% | +1.7% | -0.5% | +0.8% |
| 3M | +14.3% | -8.7% | +23.0% | +15.4% |
| 6M | +19.1% | +19.7% | -0.5% | +13.8% |
| YTD | +35.1% | +59.6% | -24.5% | +20.8% |
| 1Y | +29.5% | +37.1% | -7.6% | +19.6% |
| 3Y | +53.0% | +89.8% | -36.8% | +28.2% |
| 5Y | +238.9% | +47.4% | +191.6% | +230.9% |
| All | +238.9% | +40.8% | +198.1% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling