+367.1%
ASX vs VIVK
-100.0%
+467.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -22.8% | +26.0% | +3.5% |
| 7D | -9.1% | -56.0% | +46.8% | -8.7% |
| 30D | -23.6% | -92.3% | +68.7% | -22.8% |
| 3M | -5.6% | -98.6% | +93.0% | -4.5% |
| 6M | +4.7% | -99.9% | +104.6% | +6.5% |
| YTD | +122.6% | -100.0% | +222.5% | +124.3% |
| 1Y | +133.0% | -100.0% | +233.0% | +138.4% |
| 3Y | +367.1% | -100.0% | +467.1% | +372.2% |
| All | +367.1% | -100.0% | +467.1% | +372.2% |
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