+28.4%
B vs VIVK
-100.0%
+128.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | -0.7% |
| 7D | -7.3% | -57.7% | +50.4% | -7.3% |
| 30D | -3.3% | -87.3% | +83.9% | -3.4% |
| 3M | -7.8% | -98.9% | +91.1% | -7.8% |
| 6M | -15.5% | -100.0% | +84.4% | -15.6% |
| YTD | -12.3% | -100.0% | +87.7% | -12.3% |
| 1Y | +5.4% | -100.0% | +105.4% | +5.2% |
| 3Y | +165.5% | -100.0% | +265.5% | +165.2% |
| 5Y | +107.0% | -100.0% | +207.0% | +106.7% |
| 10Y | +210.6% | -100.0% | +310.6% | +211.5% |
| All | +28.4% | -100.0% | +128.4% | +30.5% |
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 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