-31.4%
ALB vs VIVK
-100.0%
+68.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.0% |
| 7D | -7.6% | -9.5% | +1.9% | -7.7% |
| 30D | -5.6% | -35.1% | +29.5% | -5.9% |
| 3M | -16.8% | -93.4% | +76.5% | -18.4% |
| 6M | -26.3% | -98.0% | +71.7% | -27.9% |
| YTD | -13.2% | -97.9% | +84.6% | -14.0% |
| 1Y | +68.8% | -100.0% | +168.8% | +56.8% |
| All | -31.4% | -100.0% | +68.6% | -39.4% |
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