-48.4%
FSLY vs DVA
+40.8%
-89.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -21.1% | +1.7% | -22.8% | -21.4% |
| 3M | +21.8% | -8.7% | +30.4% | +22.6% |
| 6M | -0.1% | +19.7% | -19.8% | -6.6% |
| YTD | +123.1% | +59.6% | +63.5% | +92.8% |
| 1Y | +208.6% | +37.1% | +171.5% | +177.6% |
| 3Y | -1.3% | +89.8% | -91.0% | -22.1% |
| 5Y | -48.4% | +47.4% | -95.7% | -58.1% |
| All | -48.4% | +40.8% | -89.2% | -58.1% |
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