+93.1%
ACN vs VIVK
-100.0%
+193.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.4% | +10.8% | +3.4% |
| 7D | -1.5% | -4.4% | +2.9% | -1.5% |
| 30D | +2.1% | -40.8% | +42.9% | +2.3% |
| 3M | +11.1% | -94.1% | +105.2% | +12.2% |
| 6M | -6.8% | -98.2% | +91.3% | -5.7% |
| YTD | -30.0% | -98.0% | +68.0% | -29.2% |
| 1Y | -23.1% | -100.0% | +76.8% | -21.9% |
| 3Y | -40.4% | -100.0% | +59.6% | -39.6% |
| 5Y | -41.6% | -100.0% | +58.4% | -40.8% |
| All | +93.1% | -100.0% | +193.1% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling