+3,319.5%
V vs DVA
+714.9%
+2,604.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.2% |
| 30D | +9.9% | 0.0% | +9.9% | +9.7% |
| 3M | +17.5% | -2.4% | +19.9% | +17.8% |
| 6M | +33.5% | -9.8% | +43.2% | +35.5% |
| YTD | +21.6% | +57.8% | -36.2% | +2.8% |
| 1Y | +27.6% | +49.2% | -21.6% | +9.7% |
| 3Y | +76.4% | +116.0% | -39.6% | +30.1% |
| 5Y | +103.8% | +68.5% | +35.3% | +54.1% |
| 10Y | +455.5% | +198.9% | +256.6% | +207.1% |
| All | +3,319.5% | +714.9% | +2,604.6% | +736.5% |
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 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