+221.9%
VIK vs DVA
+31.3%
+190.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | -17.3% | +1.7% | -18.9% | -17.5% |
| 3M | -5.1% | -8.7% | +3.6% | -4.6% |
| 6M | +16.2% | +19.7% | -3.5% | +10.7% |
| YTD | +17.6% | +59.6% | -42.0% | +4.8% |
| 1Y | +33.5% | +37.1% | -3.6% | +24.3% |
| All | +221.9% | +31.3% | +190.6% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling