+1,036.2%
FTI vs DVA
+46.8%
+989.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +8.2% | -10.9% | +19.1% | +9.3% |
| 6M | +18.8% | +17.3% | +1.6% | +15.6% |
| YTD | +71.7% | +59.8% | +11.9% | +58.9% |
| 1Y | +90.0% | +36.3% | +53.8% | +80.0% |
| 3Y | +270.5% | +88.6% | +181.9% | +229.1% |
| All | +1,036.2% | +46.8% | +989.4% | +970.0% |
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