+58.5%
D vs VIVK
-100.0%
+158.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.7% | -1.6% |
| 7D | -0.4% | -7.9% | +7.4% | -0.4% |
| 30D | -2.1% | -42.0% | +39.9% | -1.7% |
| 3M | -0.7% | -92.5% | +91.8% | +0.9% |
| 6M | +5.6% | -98.0% | +103.6% | +7.9% |
| YTD | +14.6% | -97.9% | +112.5% | +16.3% |
| 1Y | +15.3% | -100.0% | +115.3% | +22.4% |
| All | +58.5% | -100.0% | +158.5% | +44.8% |
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 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