+59.7%
VIK vs DVA
+62.2%
-2.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.5% | +5.9% |
| 7D | +5.4% | +4.7% | +0.7% | +5.2% |
| 30D | +12.5% | +7.8% | +4.7% | +12.1% |
| 3M | -15.2% | -15.5% | +0.3% | -15.0% |
| 6M | +15.4% | +25.0% | -9.7% | +13.2% |
| YTD | +27.7% | +69.6% | -41.9% | +27.2% |
| 1Y | +59.7% | +60.6% | -0.9% | +63.4% |
| All | +59.7% | +62.2% | -2.4% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling