+61.5%
ALB vs VIVK
-100.0%
+161.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.3% | +7.9% | -4.4% |
| 7D | -8.1% | -1.4% | -6.7% | -8.1% |
| 30D | +6.3% | -43.6% | +49.9% | +6.3% |
| 3M | -23.6% | -95.1% | +71.6% | -23.3% |
| 6M | -24.6% | -98.2% | +73.6% | -24.0% |
| YTD | -10.3% | -97.9% | +87.7% | -9.1% |
| 1Y | +61.5% | -100.0% | +161.4% | +50.9% |
| All | +61.5% | -100.0% | +161.4% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling