-3.5%
FSLY vs DVA
+266.8%
-270.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +12.5% | -1.3% | +13.8% | +12.7% |
| 30D | -18.8% | 0.0% | -18.8% | -18.9% |
| 3M | +22.7% | -10.9% | +33.6% | +24.1% |
| 6M | -3.7% | +17.3% | -21.0% | -8.7% |
| YTD | +127.5% | +59.8% | +67.7% | +100.3% |
| 1Y | +193.5% | +36.3% | +157.3% | +167.7% |
| 3Y | -1.3% | +88.6% | -89.9% | -18.5% |
| 5Y | -47.3% | +47.5% | -94.9% | -55.8% |
| All | -3.5% | +266.8% | -270.3% | -31.2% |
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