+309.3%
D vs VIVK
-100.0%
+409.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.3% | +11.9% | -0.4% |
| 7D | +1.5% | -1.4% | +2.8% | +1.5% |
| 30D | -2.6% | -43.6% | +41.0% | -2.6% |
| 3M | 0.0% | -95.1% | +95.1% | +0.1% |
| 6M | +7.4% | -98.2% | +105.5% | +7.5% |
| YTD | +15.9% | -97.9% | +113.8% | +16.0% |
| 1Y | +18.1% | -100.0% | +118.1% | +18.4% |
| 3Y | +58.4% | -100.0% | +158.4% | +58.7% |
| 5Y | +5.2% | -100.0% | +105.2% | +5.4% |
| 10Y | +35.9% | -100.0% | +135.9% | +36.3% |
| All | +309.3% | -100.0% | +409.3% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling