+919.9%
ACN vs VIVK
-100.0%
+1,019.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.2% |
| 7D | -3.8% | -57.7% | +53.8% | -3.8% |
| 30D | +16.5% | -87.3% | +103.8% | +16.6% |
| 3M | +41.5% | -98.9% | +140.4% | +41.7% |
| 6M | +60.1% | -100.0% | +160.0% | +60.5% |
| YTD | -3.9% | -100.0% | +96.0% | -3.7% |
| 1Y | +4.1% | -100.0% | +104.1% | +4.4% |
| 3Y | -15.9% | -100.0% | +84.1% | -15.6% |
| 5Y | -26.3% | -100.0% | +73.7% | -26.1% |
| 10Y | +148.2% | -100.0% | +248.2% | +148.6% |
| All | +919.9% | -100.0% | +1,019.9% | +898.1% |
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