+425.7%
META vs DVA
+212.5%
+213.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.2% | +5.7% |
| 7D | +5.7% | -0.1% | +5.8% | +5.6% |
| 30D | -10.8% | +3.5% | -14.3% | -11.5% |
| 3M | +8.4% | +1.0% | +7.4% | +7.8% |
| 6M | +5.4% | -6.6% | +12.0% | +5.7% |
| YTD | -2.6% | +63.3% | -65.9% | -14.3% |
| 1Y | +3.5% | +50.0% | -46.5% | -7.3% |
| 3Y | +102.0% | +120.1% | -18.1% | +60.7% |
| 5Y | +93.1% | +73.7% | +19.4% | +57.7% |
| 10Y | +425.7% | +212.7% | +212.9% | +264.9% |
| All | +425.7% | +212.5% | +213.2% | +264.9% |
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