+48.5%
FND vs DVA
+167.6%
-119.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -1.4% |
| 30D | -19.6% | -0.4% | -19.2% | -19.5% |
| 3M | -4.3% | -7.7% | +3.3% | -3.0% |
| 6M | -20.4% | +20.0% | -40.4% | -26.6% |
| YTD | -21.9% | +61.1% | -82.9% | -35.6% |
| 1Y | -45.2% | +33.9% | -79.1% | -51.8% |
| 3Y | -49.2% | +91.5% | -140.8% | -60.9% |
| 5Y | -61.8% | +41.8% | -103.6% | -68.6% |
| All | +48.5% | +167.6% | -119.2% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling