-2.2%
FRSH vs DVA
+35.1%
-37.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.5% |
| 7D | -8.2% | +1.8% | -10.0% | -7.8% |
| 30D | +10.5% | -2.5% | +13.0% | +10.1% |
| 3M | +32.7% | -4.3% | +37.0% | +34.4% |
| 6M | +50.3% | +18.9% | +31.4% | +62.8% |
| YTD | +3.9% | +61.9% | -58.0% | +23.8% |
| 1Y | -2.2% | +35.7% | -37.9% | +17.8% |
| All | -2.2% | +35.1% | -37.3% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling