+1,526.5%
TER vs DVA
+4,923.3%
-3,396.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +14.4% | -8.8% | +23.1% | +16.2% |
| 30D | -30.6% | -3.4% | -27.2% | -30.5% |
| 3M | -39.2% | -2.6% | -36.6% | -39.4% |
| 6M | -31.3% | -11.9% | -19.4% | -30.7% |
| YTD | +29.1% | +53.6% | -24.6% | +16.0% |
| 1Y | +47.4% | +41.9% | +5.6% | +34.5% |
| 3Y | +191.2% | +97.5% | +93.7% | +146.3% |
| 5Y | +74.0% | +65.0% | +9.0% | +48.1% |
| 10Y | +1,005.1% | +193.2% | +811.8% | +727.5% |
| All | +1,526.5% | +4,923.3% | -3,396.8% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling