-100.0%
VIVK vs DVA
+62.2%
-162.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +5.8% | -33.2% | -27.6% |
| 7D | -68.7% | +4.7% | -73.4% | -68.5% |
| 30D | -90.0% | +7.8% | -97.8% | -90.0% |
| 3M | -98.1% | -15.5% | -82.6% | -98.0% |
| 6M | -99.9% | +25.0% | -125.0% | -99.9% |
| YTD | -99.9% | +69.6% | -169.5% | -99.9% |
| 1Y | -100.0% | +60.6% | -160.6% | -100.0% |
| All | -100.0% | +62.2% | -162.2% | -100.0% |
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