+93.1%
FOXA vs DVA
+46.8%
+46.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +5.0% | 0.0% | +5.0% | +5.0% |
| 3M | -3.0% | -10.9% | +7.9% | -2.1% |
| 6M | +14.8% | +17.3% | -2.5% | +12.2% |
| YTD | -8.9% | +59.8% | -68.7% | -14.6% |
| 1Y | +13.3% | +36.3% | -22.9% | +8.6% |
| 3Y | +115.4% | +88.6% | +26.8% | +94.8% |
| All | +93.1% | +46.8% | +46.3% | +91.1% |
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