+451.9%
FLR vs DVA
+4,984.0%
-4,532.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.5% |
| 7D | +0.7% | +2.2% | -1.6% | -0.1% |
| 30D | -0.7% | -2.0% | +1.4% | -0.2% |
| 3M | +14.3% | -6.3% | +20.6% | +15.6% |
| 6M | +25.6% | +19.4% | +6.2% | +15.3% |
| YTD | +42.9% | +58.5% | -15.6% | +16.8% |
| 1Y | +38.7% | +33.9% | +4.9% | +20.0% |
| 3Y | +61.8% | +88.4% | -26.7% | +18.1% |
| 5Y | +254.1% | +39.5% | +214.6% | +176.8% |
| 10Y | +20.0% | +179.5% | -159.4% | -33.1% |
| All | +451.9% | +4,984.0% | -4,532.2% | +67.6% |
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