+225.7%
VIK vs DVA
+31.5%
+194.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -18.4% | 0.0% | -18.4% | -18.4% |
| 3M | -8.8% | -10.9% | +2.2% | -7.9% |
| 6M | +17.1% | +17.3% | -0.1% | +12.0% |
| YTD | +19.0% | +59.8% | -40.8% | +6.0% |
| 1Y | +30.1% | +36.3% | -6.1% | +21.4% |
| All | +225.7% | +31.5% | +194.3% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling