+97.5%
CSCO vs VIVK
-100.0%
+197.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.5% | +1.2% | -6.2% |
| 7D | +1.9% | -57.7% | +59.6% | +2.5% |
| 30D | -15.8% | -87.3% | +71.4% | -14.8% |
| 3M | -15.4% | -98.9% | +83.5% | -13.4% |
| 6M | -5.4% | -100.0% | +94.6% | -2.2% |
| YTD | +26.5% | -100.0% | +126.4% | +29.5% |
| 1Y | +25.9% | -100.0% | +125.9% | +31.5% |
| 3Y | +97.5% | -100.0% | +197.5% | +103.3% |
| All | +97.5% | -100.0% | +197.5% | +103.3% |
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