+1,802.9%
TER vs DVA
+187.5%
+1,615.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +9.4% | -0.2% | +9.6% | +9.4% |
| 30D | -2.4% | +1.7% | -4.1% | -2.9% |
| 3M | +6.5% | -8.7% | +15.2% | +7.9% |
| 6M | +23.2% | +19.7% | +3.5% | +15.4% |
| YTD | +91.5% | +59.6% | +31.9% | +64.6% |
| 1Y | +214.8% | +37.1% | +177.7% | +180.5% |
| 3Y | +275.3% | +89.8% | +185.6% | +197.9% |
| 5Y | +211.9% | +47.4% | +164.5% | +158.6% |
| All | +1,802.9% | +187.5% | +1,615.5% | +1,196.1% |
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