+47.7%
FND vs DVA
+165.5%
-117.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -1.3% | -4.4% | -5.3% |
| 30D | -20.2% | 0.0% | -20.2% | -20.2% |
| 3M | -12.0% | -10.9% | -1.0% | -9.7% |
| 6M | -18.5% | +17.3% | -35.8% | -24.3% |
| YTD | -22.3% | +59.8% | -82.1% | -35.8% |
| 1Y | -47.6% | +36.3% | -83.9% | -54.3% |
| 3Y | -49.8% | +88.6% | -138.4% | -61.1% |
| 5Y | -63.0% | +47.5% | -110.5% | -70.0% |
| All | +47.7% | +165.5% | -117.8% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling