+2,689.0%
ASX vs VIVK
-100.0%
+2,789.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -14.3% | +20.9% | +6.6% |
| 7D | +0.8% | -48.0% | +48.8% | +0.9% |
| 30D | -20.4% | -88.4% | +68.0% | -20.3% |
| 3M | -2.1% | -98.7% | +96.6% | -1.7% |
| 6M | +8.2% | -100.0% | +108.2% | +8.9% |
| YTD | +137.3% | -100.0% | +237.2% | +138.6% |
| 1Y | +155.0% | -100.0% | +255.0% | +157.0% |
| 3Y | +397.9% | -100.0% | +497.9% | +401.8% |
| 5Y | +529.2% | -100.0% | +629.2% | +534.5% |
| 10Y | +1,007.5% | -100.0% | +1,107.5% | +1,009.9% |
| All | +2,689.0% | -100.0% | +2,789.0% | +2,487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling