-13.4%
FND vs DVA
+62.2%
-75.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.8% | +5.2% | +9.8% |
| 7D | +12.3% | +4.7% | +7.6% | +11.4% |
| 30D | +14.7% | +7.8% | +6.9% | +13.2% |
| 3M | -12.0% | -15.5% | +3.5% | -10.9% |
| 6M | +10.8% | +25.0% | -14.3% | +4.0% |
| YTD | -12.3% | +69.6% | -81.9% | -21.1% |
| 1Y | -13.4% | +60.6% | -74.0% | -18.4% |
| All | -13.4% | +62.2% | -75.6% | -18.4% |
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 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