+17.2%
VIK vs DVA
+22.0%
-4.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.5% |
| 7D | -0.8% | +2.0% | -2.8% | -1.0% |
| 30D | -18.0% | -0.4% | -17.7% | -18.0% |
| 3M | -5.8% | -7.7% | +1.9% | -6.4% |
| 6M | +17.2% | +20.0% | -2.8% | +11.2% |
| All | +17.2% | +22.0% | -4.8% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling