+2,943.1%
FN vs DVA
+509.0%
+2,434.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.4% | +12.0% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | -34.3% | +8.2% | -42.6% | -35.7% |
| 3M | -39.9% | +5.9% | -45.8% | -41.0% |
| 6M | -51.8% | -1.3% | -50.5% | -52.5% |
| YTD | -28.1% | +68.4% | -96.6% | -39.2% |
| 1Y | -29.1% | +57.5% | -86.5% | -39.0% |
| 3Y | +102.4% | +142.3% | -39.9% | +45.6% |
| 5Y | +171.7% | +75.0% | +96.7% | +105.6% |
| 10Y | +773.5% | +226.4% | +547.1% | +362.0% |
| All | +2,943.1% | +509.0% | +2,434.1% | +919.1% |
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