+108.8%
V vs DVA
+69.2%
+39.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | +0.8% | -1.6% | +2.4% | +0.9% |
| 30D | +9.9% | 0.0% | +9.9% | +9.9% |
| 3M | +17.5% | -2.4% | +19.9% | +17.6% |
| 6M | +33.5% | -9.8% | +43.2% | +34.3% |
| YTD | +21.6% | +57.8% | -36.2% | +14.0% |
| 1Y | +27.6% | +49.2% | -21.6% | +20.5% |
| 3Y | +76.4% | +116.0% | -39.6% | +57.5% |
| All | +108.8% | +69.2% | +39.6% | +94.6% |
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 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