-45.1%
ALB vs VIVK
-100.0%
+54.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.3% | +3.5% | -2.8% |
| 7D | -8.6% | -7.9% | -0.7% | -8.6% |
| 30D | -4.0% | -42.0% | +37.9% | -3.9% |
| 3M | -17.4% | -92.5% | +75.1% | -16.9% |
| 6M | -25.4% | -98.0% | +72.6% | -24.7% |
| YTD | -10.5% | -97.9% | +87.4% | -9.8% |
| 1Y | +75.8% | -100.0% | +175.8% | +79.2% |
| 3Y | -28.5% | -100.0% | +71.5% | -28.5% |
| 5Y | -45.1% | -100.0% | +54.9% | -45.0% |
| All | -45.1% | -100.0% | +54.9% | -45.0% |
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