-75.0%
FRSH vs DVA
+50.7%
-125.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -6.6% | -1.3% | -5.3% | -6.5% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +29.0% | -10.9% | +39.9% | +30.1% |
| 6M | +48.6% | +17.3% | +31.4% | +46.6% |
| YTD | -2.9% | +59.8% | -62.7% | -8.4% |
| 1Y | -7.9% | +36.3% | -44.2% | -10.8% |
| 3Y | -46.5% | +88.6% | -135.1% | -51.0% |
| All | -75.0% | +50.7% | -125.7% | -76.5% |
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