+92.5%
FTV vs DVA
+134.2%
-41.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.3% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | -8.3% | -2.0% | -6.3% | -8.0% |
| 3M | -7.4% | -6.3% | -1.1% | -6.8% |
| 6M | -1.2% | +19.4% | -20.6% | -6.6% |
| YTD | +2.7% | +58.5% | -55.8% | -9.7% |
| 1Y | +18.4% | +33.9% | -15.4% | +8.2% |
| 3Y | -2.0% | +88.4% | -90.5% | -19.3% |
| 5Y | +3.4% | +39.5% | -36.1% | -10.4% |
| 10Y | +78.5% | +179.5% | -101.0% | +24.6% |
| All | +92.5% | +134.2% | -41.8% | +41.7% |
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