+375.1%
META vs DVA
+178.6%
+196.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +6.0% | +2.2% | +3.8% | +5.6% |
| 30D | +3.6% | -2.0% | +5.6% | +4.0% |
| 3M | +4.9% | -6.3% | +11.2% | +5.5% |
| 6M | -4.7% | +19.4% | -24.1% | -9.3% |
| YTD | -6.9% | +58.5% | -65.4% | -17.2% |
| 1Y | -18.2% | +33.9% | -52.0% | -24.5% |
| 3Y | +107.8% | +88.4% | +19.3% | +71.2% |
| 5Y | +63.9% | +39.5% | +24.4% | +41.2% |
| 10Y | +375.1% | +179.5% | +195.6% | +248.9% |
| All | +375.1% | +178.6% | +196.5% | +248.9% |
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