+755.5%
FN vs DVA
+192.4%
+563.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -3.5% |
| 7D | +20.8% | -10.7% | +31.4% | +22.4% |
| 30D | -17.3% | -4.4% | -12.9% | -17.1% |
| 3M | -38.1% | -4.1% | -34.0% | -38.1% |
| 6M | -44.2% | -13.2% | -31.0% | -43.8% |
| YTD | -22.3% | +53.2% | -75.5% | -29.7% |
| 1Y | -20.9% | +40.8% | -61.8% | -27.3% |
| 3Y | +111.1% | +109.7% | +1.3% | +70.8% |
| 5Y | +191.8% | +64.5% | +127.3% | +141.4% |
| All | +755.5% | +192.4% | +563.1% | +503.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling