+76.5%
FTV vs DVA
+187.8%
-111.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -4.0% | -1.3% | -2.6% | -3.7% |
| 30D | -11.0% | 0.0% | -11.1% | -11.1% |
| 3M | -8.4% | -10.9% | +2.5% | -6.8% |
| 6M | -2.6% | +17.3% | -19.8% | -7.4% |
| YTD | -0.6% | +59.8% | -60.4% | -12.8% |
| 1Y | +11.0% | +36.3% | -25.3% | +1.0% |
| 3Y | -6.3% | +88.6% | -94.9% | -22.8% |
| 5Y | -1.5% | +47.5% | -49.1% | -16.0% |
| All | +76.5% | +187.8% | -111.3% | +23.0% |
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 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