-49.8%
FND vs DVA
+89.6%
-139.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.2% |
| 6M | -18.5% | +17.3% | -35.8% | -24.9% |
| YTD | -22.3% | +59.8% | -82.1% | -37.3% |
| 1Y | -47.6% | +36.3% | -83.9% | -54.7% |
| 3Y | -49.8% | +88.6% | -138.4% | -61.4% |
| All | -49.8% | +89.6% | -139.4% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling