+114.8%
CSCO vs VIVK
-100.0%
+214.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | +0.3% |
| 7D | 0.0% | -7.9% | +7.9% | 0.0% |
| 30D | -10.7% | -42.0% | +31.2% | -10.6% |
| 3M | -8.7% | -92.5% | +83.8% | -8.2% |
| 6M | +44.9% | -98.0% | +142.9% | +45.9% |
| YTD | +44.1% | -97.9% | +142.0% | +44.6% |
| 1Y | +65.9% | -100.0% | +165.8% | +68.7% |
| 3Y | +109.0% | -100.0% | +209.0% | +111.9% |
| 5Y | +114.8% | -100.0% | +214.8% | +119.8% |
| All | +114.8% | -100.0% | +214.8% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling