-16.8%
B vs VIVK
-100.0%
+83.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.4% | -3.2% |
| 7D | -6.2% | -38.6% | +32.5% | -6.6% |
| 30D | -6.6% | -87.7% | +81.1% | -7.8% |
| 3M | -7.9% | -98.9% | +91.0% | -11.1% |
| 6M | -16.8% | -100.0% | +83.1% | -25.8% |
| All | -16.8% | -100.0% | +83.2% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling