+173.5%
FN vs DVA
+75.9%
+97.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.4% | +11.6% |
| 7D | 0.0% | +2.1% | -2.1% | 0.0% |
| 30D | -34.3% | +8.2% | -42.6% | -34.2% |
| 3M | -39.9% | +5.9% | -45.8% | -39.8% |
| 6M | -51.8% | -1.3% | -50.5% | -51.9% |
| YTD | -28.1% | +68.4% | -96.6% | -29.1% |
| 1Y | -29.1% | +57.5% | -86.5% | -29.7% |
| 3Y | +102.4% | +142.3% | -39.9% | +87.2% |
| All | +173.5% | +75.9% | +97.6% | +170.5% |
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