+3,341.8%
V vs DVA
+693.5%
+2,648.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | -8.8% | +9.7% | +3.4% |
| 30D | +9.0% | -3.4% | +12.4% | +9.7% |
| 3M | +16.7% | -2.6% | +19.3% | +17.0% |
| 6M | +33.4% | -11.9% | +45.3% | +36.3% |
| YTD | +22.4% | +53.6% | -31.3% | +4.2% |
| 1Y | +27.7% | +41.9% | -14.2% | +11.3% |
| 3Y | +78.0% | +97.5% | -19.5% | +35.0% |
| 5Y | +108.5% | +65.0% | +43.5% | +58.3% |
| 10Y | +459.0% | +193.2% | +265.8% | +210.1% |
| All | +3,341.8% | +693.5% | +2,648.4% | +747.7% |
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 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