+2,102.5%
FTI vs DVA
+2,933.3%
-830.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.0% |
| 7D | -2.3% | +2.0% | -4.4% | -2.9% |
| 30D | +5.0% | -0.4% | +5.4% | +5.0% |
| 3M | +13.8% | -7.7% | +21.5% | +15.6% |
| 6M | +22.9% | +20.0% | +2.9% | +13.0% |
| YTD | +75.0% | +61.1% | +13.9% | +43.8% |
| 1Y | +96.9% | +33.9% | +63.0% | +71.6% |
| 3Y | +276.7% | +91.5% | +185.2% | +176.1% |
| 5Y | +1,157.0% | +41.8% | +1,115.2% | +880.7% |
| 10Y | +310.7% | +187.5% | +123.2% | +131.0% |
| All | +2,102.5% | +2,933.3% | -830.8% | +725.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling