+11.4%
FPS vs DVA
+25.3%
-13.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +2.8% |
| 7D | +10.4% | +2.2% | +8.2% | +10.7% |
| 30D | -16.5% | -2.0% | -14.5% | -16.7% |
| 3M | -45.5% | -6.3% | -39.3% | -45.9% |
| 6M | +2.1% | +19.4% | -17.3% | +2.4% |
| All | +11.4% | +25.3% | -13.9% | +13.6% |
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