+218.2%
TER vs DVA
+39.4%
+178.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.6% |
| 7D | +11.0% | +2.2% | +8.7% | +10.5% |
| 30D | -1.9% | -2.0% | +0.1% | -1.6% |
| 3M | -0.7% | -6.3% | +5.6% | -0.4% |
| 6M | +36.4% | +19.4% | +16.9% | +29.5% |
| YTD | +92.4% | +58.5% | +34.0% | +70.9% |
| 1Y | +213.5% | +33.9% | +179.7% | +186.8% |
| 3Y | +277.2% | +88.4% | +188.8% | +219.3% |
| All | +218.2% | +39.4% | +178.9% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling