+0.7%
FPS vs DVA
+26.2%
-25.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.9% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -22.6% | +1.7% | -24.3% | -22.4% |
| 3M | -45.1% | -8.7% | -36.4% | -45.7% |
| 6M | -17.8% | +19.7% | -37.5% | -17.7% |
| All | +0.7% | +26.2% | -25.5% | +2.8% |
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