+61.0%
CSCO vs VIVK
-100.0%
+160.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | -1.1% | -9.5% | +8.4% | -1.0% |
| 30D | -10.8% | -35.1% | +24.3% | -10.7% |
| 3M | -9.2% | -93.4% | +84.1% | -8.7% |
| 6M | +39.5% | -98.0% | +137.5% | +40.3% |
| YTD | +41.5% | -97.9% | +139.4% | +41.2% |
| 1Y | +61.0% | -100.0% | +160.9% | +63.5% |
| All | +61.0% | -100.0% | +160.9% | +63.5% |
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 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