+20.6%
ABNB vs VIVK
-100.0%
+120.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.7% | -4.1% |
| 7D | -4.4% | +13.1% | -17.4% | -4.4% |
| 30D | -2.0% | -29.7% | +27.7% | -1.9% |
| 3M | +29.8% | -93.0% | +122.8% | +30.7% |
| 6M | +31.0% | -98.0% | +129.0% | +32.4% |
| YTD | +28.6% | -97.8% | +126.4% | +29.5% |
| 1Y | +40.1% | -100.0% | +140.0% | +43.1% |
| 3Y | +19.7% | -100.0% | +119.7% | +21.4% |
| 5Y | +6.5% | -100.0% | +106.5% | +6.8% |
| All | +20.6% | -100.0% | +120.6% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling