+75.0%
D vs VIVK
-100.0%
+175.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.2% |
| 7D | -1.4% | -57.7% | +56.3% | -1.1% |
| 30D | +7.7% | -87.3% | +95.0% | +8.4% |
| 3M | -0.3% | -98.9% | +98.6% | +1.4% |
| 6M | +10.1% | -100.0% | +110.0% | +13.4% |
| YTD | +19.1% | -100.0% | +119.0% | +22.0% |
| 1Y | +15.9% | -100.0% | +115.9% | +20.6% |
| 3Y | +75.0% | -100.0% | +175.0% | +73.1% |
| All | +75.0% | -100.0% | +175.0% | +73.1% |
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 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