-25.7%
FN vs DVA
+62.2%
-87.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.8% | -11.7% | -4.5% |
| 7D | -7.0% | +4.7% | -11.7% | -5.6% |
| 30D | -24.7% | +7.8% | -32.5% | -22.8% |
| 3M | -35.7% | -15.5% | -20.2% | -37.5% |
| 6M | -52.4% | +25.0% | -77.4% | -48.2% |
| YTD | -25.0% | +69.6% | -94.5% | -2.6% |
| 1Y | -25.7% | +60.6% | -86.3% | -6.0% |
| All | -25.7% | +62.2% | -87.8% | -6.0% |
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