+29.2%
ALL vs VIVK
-100.0%
+129.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.8% | +0.3% |
| 7D | +5.0% | -57.7% | +62.7% | +4.2% |
| 30D | +13.3% | -87.3% | +100.6% | +11.9% |
| 3M | +3.2% | -98.9% | +102.1% | +0.8% |
| 6M | +25.3% | -100.0% | +125.3% | +20.2% |
| YTD | +30.5% | -100.0% | +130.4% | +27.7% |
| 1Y | +29.2% | -100.0% | +129.2% | +30.8% |
| All | +29.2% | -100.0% | +129.2% | +30.8% |
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