-100.0%
VIVK vs DVA
+596.1%
-696.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -35.1% | +1.7% | -36.8% | -35.3% |
| 3M | -93.4% | -8.7% | -84.7% | -93.2% |
| 6M | -98.0% | +19.7% | -117.6% | -98.0% |
| YTD | -97.9% | +59.6% | -157.5% | -98.0% |
| 1Y | -100.0% | +37.1% | -137.1% | -100.0% |
| 3Y | -100.0% | +89.8% | -189.8% | -100.0% |
| 5Y | -100.0% | +47.4% | -147.4% | -100.0% |
| 10Y | -100.0% | +184.9% | -284.9% | -100.0% |
| All | -100.0% | +596.1% | -696.1% | -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 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