+476.5%
V vs DVA
+192.4%
+284.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.3% |
| 7D | -0.4% | -10.7% | +10.3% | +1.7% |
| 30D | +6.3% | -4.4% | +10.7% | +7.0% |
| 3M | +17.2% | -4.1% | +21.3% | +17.7% |
| 6M | +29.2% | -13.2% | +42.4% | +31.6% |
| YTD | +20.8% | +53.2% | -32.4% | +8.2% |
| 1Y | +25.0% | +40.8% | -15.8% | +14.0% |
| 3Y | +75.3% | +109.7% | -34.5% | +42.6% |
| 5Y | +105.8% | +64.5% | +41.3% | +71.1% |
| All | +476.5% | +192.4% | +284.2% | +311.5% |
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