+13.8%
ABNB vs VIVK
-100.0%
+113.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -9.5% | -9.5% | 0.0% | -9.5% |
| 30D | -9.4% | -35.1% | +25.7% | -9.2% |
| 3M | +29.9% | -93.4% | +123.2% | +31.3% |
| 6M | +26.6% | -98.0% | +124.6% | +28.6% |
| YTD | +23.5% | -97.9% | +121.4% | +24.8% |
| 1Y | +35.8% | -100.0% | +135.8% | +41.7% |
| All | +13.8% | -100.0% | +113.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling