+257.8%
C vs VIVK
-100.0%
+357.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.4% | -0.1% |
| 7D | +4.7% | -38.6% | +43.4% | +4.8% |
| 30D | +0.2% | -87.7% | +87.9% | +0.3% |
| 3M | -9.3% | -98.9% | +89.5% | -9.0% |
| 6M | -0.8% | -100.0% | +99.1% | -0.3% |
| YTD | +8.5% | -100.0% | +108.5% | +9.1% |
| 1Y | +23.1% | -100.0% | +123.1% | +24.0% |
| 3Y | +220.8% | -100.0% | +320.8% | +223.0% |
| 5Y | +112.4% | -100.0% | +212.4% | +114.0% |
| 10Y | +217.9% | -100.0% | +317.9% | +219.5% |
| All | +257.8% | -100.0% | +357.8% | +264.5% |
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