+269.3%
C vs VIVK
-100.0%
+369.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.8% |
| 7D | +3.2% | +13.1% | -9.9% | +3.1% |
| 30D | +1.3% | -29.7% | +31.0% | +1.5% |
| 3M | +3.1% | -93.0% | +96.1% | +4.6% |
| 6M | +29.6% | -98.0% | +127.6% | +32.1% |
| YTD | +19.0% | -97.8% | +116.7% | +20.1% |
| 1Y | +45.6% | -100.0% | +145.6% | +54.9% |
| 3Y | +269.3% | -100.0% | +369.3% | +253.1% |
| All | +269.3% | -100.0% | +369.3% | +253.1% |
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