+295.0%
C vs VIVK
-100.0%
+395.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.0% | -0.3% |
| 7D | +3.6% | -1.4% | +5.0% | +3.6% |
| 30D | +0.1% | -43.6% | +43.7% | +0.1% |
| 3M | +2.4% | -95.1% | +97.5% | +2.6% |
| 6M | +24.9% | -98.2% | +123.1% | +25.2% |
| YTD | +19.8% | -97.9% | +117.7% | +20.0% |
| 1Y | +44.9% | -100.0% | +144.8% | +45.5% |
| 3Y | +263.0% | -100.0% | +363.0% | +264.4% |
| 5Y | +129.5% | -100.0% | +229.5% | +130.4% |
| 10Y | +291.6% | -100.0% | +391.6% | +292.3% |
| All | +295.0% | -100.0% | +395.0% | +301.1% |
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 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