+374.9%
V vs DVA
+187.5%
+187.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.0% | -0.2% | -2.9% | -3.0% |
| 30D | +1.2% | +1.7% | -0.5% | +0.9% |
| 3M | +13.9% | -8.7% | +22.6% | +15.3% |
| 6M | +17.2% | +19.7% | -2.4% | +11.8% |
| YTD | +5.3% | +59.6% | -54.3% | -6.0% |
| 1Y | +9.5% | +37.1% | -27.6% | +0.8% |
| 3Y | +51.9% | +89.8% | -37.9% | +26.7% |
| 5Y | +69.6% | +47.4% | +22.2% | +46.7% |
| All | +374.9% | +187.5% | +187.5% | +244.5% |
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