+52.5%
V vs DVA
+88.7%
-36.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.2% |
| 30D | +1.9% | -2.0% | +3.9% | +2.0% |
| 3M | +15.5% | -6.3% | +21.8% | +15.9% |
| 6M | +16.6% | +19.4% | -2.8% | +14.6% |
| YTD | +5.7% | +58.5% | -52.7% | +0.7% |
| 1Y | +8.6% | +33.9% | -25.3% | +5.4% |
| 3Y | +52.5% | +88.4% | -35.9% | +46.7% |
| All | +52.5% | +88.7% | -36.2% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling