+447.1%
META vs DVA
+192.4%
+254.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | +0.1% |
| 7D | +3.1% | -10.7% | +13.7% | +5.1% |
| 30D | -18.2% | -4.4% | -13.8% | -17.8% |
| 3M | +7.8% | -4.1% | +11.9% | +8.2% |
| 6M | +3.6% | -13.2% | +16.8% | +5.2% |
| YTD | -5.3% | +53.2% | -58.5% | -15.8% |
| 1Y | +2.7% | +40.8% | -38.1% | -6.9% |
| 3Y | +91.5% | +109.7% | -18.3% | +53.4% |
| 5Y | +84.7% | +64.5% | +20.2% | +52.1% |
| All | +447.1% | +192.4% | +254.7% | +286.7% |
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 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