-7.9%
FRSH vs DVA
+36.3%
-44.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -6.6% | -1.3% | -5.3% | -6.8% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +29.0% | -10.9% | +39.9% | +28.1% |
| 6M | +48.6% | +17.3% | +31.4% | +60.8% |
| YTD | -2.9% | +59.8% | -62.7% | +15.8% |
| 1Y | -7.9% | +36.3% | -44.2% | +10.8% |
| All | -7.9% | +36.3% | -44.2% | +10.8% |
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