-35.1%
AUR vs VIVK
-100.0%
+64.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.7% |
| 7D | +1.4% | -4.4% | +5.8% | +1.5% |
| 30D | -6.4% | -40.8% | +34.4% | -5.8% |
| 3M | +7.7% | -94.1% | +101.8% | +11.8% |
| 6M | +44.5% | -98.2% | +142.7% | +51.4% |
| YTD | +67.4% | -98.0% | +165.5% | +72.4% |
| 1Y | +15.4% | -100.0% | +115.4% | +29.5% |
| 3Y | +94.8% | -100.0% | +194.8% | +112.5% |
| All | -35.1% | -100.0% | +64.9% | -29.5% |
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