-39.3%
FND vs DVA
+35.1%
-74.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -5.2% | +1.8% | -7.1% | -5.5% |
| 30D | -19.9% | -2.5% | -17.4% | -19.5% |
| 3M | +2.7% | -4.3% | +7.0% | +1.7% |
| 6M | -21.7% | +18.9% | -40.5% | -26.5% |
| YTD | -17.5% | +61.9% | -79.5% | -28.6% |
| 1Y | -39.3% | +35.7% | -75.0% | -41.7% |
| All | -39.3% | +35.1% | -74.4% | -41.7% |
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