+45.0%
ADP vs VIVK
-100.0%
+145.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -1.0% |
| 7D | -5.7% | -7.9% | +2.2% | -5.6% |
| 30D | -3.1% | -42.0% | +38.9% | -2.8% |
| 3M | +15.6% | -92.5% | +108.1% | +17.1% |
| 6M | +20.8% | -98.0% | +118.8% | +22.9% |
| YTD | +4.7% | -97.9% | +102.7% | +6.0% |
| 1Y | -8.3% | -100.0% | +91.7% | -4.2% |
| 3Y | +13.6% | -100.0% | +113.5% | +17.0% |
| 5Y | +45.0% | -100.0% | +145.0% | +47.6% |
| All | +45.0% | -100.0% | +145.0% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling