+2,926.4%
V vs DVA
+736.3%
+2,190.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.7% | +1.8% | -3.5% | -2.2% |
| 30D | +2.0% | -2.5% | +4.5% | +2.6% |
| 3M | +17.4% | -4.3% | +21.6% | +17.8% |
| 6M | +17.5% | +18.9% | -1.4% | +9.7% |
| YTD | +7.6% | +61.9% | -54.4% | -9.3% |
| 1Y | +7.7% | +35.7% | -28.0% | -4.5% |
| 3Y | +54.7% | +78.6% | -24.0% | +20.8% |
| 5Y | +73.0% | +39.2% | +33.8% | +41.2% |
| 10Y | +390.9% | +184.0% | +206.8% | +179.7% |
| All | +2,926.4% | +736.3% | +2,190.1% | +638.0% |
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