-44.2%
FN vs DVA
-11.9%
-32.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -5.6% |
| 7D | +20.8% | -10.7% | +31.4% | +16.5% |
| 30D | -17.3% | -4.4% | -12.9% | -18.0% |
| 3M | -38.1% | -4.1% | -34.0% | -38.3% |
| 6M | -44.2% | -13.2% | -31.0% | -45.5% |
| All | -44.2% | -11.9% | -32.4% | -45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling