-55.9%
ADBE vs VIVK
-100.0%
+44.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.4% |
| 7D | -12.9% | -9.5% | -3.5% | -12.8% |
| 30D | -5.6% | -35.1% | +29.5% | -5.3% |
| 3M | +6.6% | -93.4% | +100.0% | +8.4% |
| 6M | -9.6% | -98.0% | +88.4% | -7.7% |
| YTD | -28.9% | -97.9% | +68.9% | -27.4% |
| 1Y | -28.9% | -100.0% | +71.0% | -25.8% |
| All | -55.9% | -100.0% | +44.1% | -58.2% |
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