+225.9%
VIK vs DVA
+32.5%
+193.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | -18.0% | -0.4% | -17.7% | -18.0% |
| 3M | -5.8% | -7.7% | +1.9% | -5.5% |
| 6M | +17.2% | +20.0% | -2.8% | +11.6% |
| YTD | +19.1% | +61.1% | -42.0% | +6.0% |
| 1Y | +33.6% | +33.9% | -0.2% | +25.5% |
| All | +225.9% | +32.5% | +193.4% | +217.8% |
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