-63.3%
FND vs DVA
+40.8%
-104.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -22.5% | +1.7% | -24.2% | -22.8% |
| 3M | -5.0% | -8.7% | +3.7% | -3.7% |
| 6M | -21.5% | +19.7% | -41.2% | -27.1% |
| YTD | -23.0% | +59.6% | -82.6% | -35.4% |
| 1Y | -44.9% | +37.1% | -82.0% | -51.3% |
| 3Y | -50.0% | +89.8% | -139.8% | -59.6% |
| 5Y | -63.3% | +47.4% | -110.7% | -67.5% |
| All | -63.3% | +40.8% | -104.2% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling