+45.9%
CSCO vs VIVK
-100.0%
+145.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -27.5% | +28.1% | +0.8% |
| 7D | -6.1% | -68.7% | +62.6% | -5.4% |
| 30D | -8.2% | -90.0% | +81.9% | -7.0% |
| 3M | -14.6% | -98.1% | +83.5% | -13.2% |
| 6M | +12.7% | -99.9% | +112.6% | +15.1% |
| YTD | +37.0% | -99.9% | +136.9% | +38.0% |
| 1Y | +45.9% | -100.0% | +145.9% | +57.8% |
| All | +45.9% | -100.0% | +145.9% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling