-10.4%
DOW vs VIVK
-100.0%
+89.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.2% | +0.2% |
| 7D | -2.9% | +13.1% | -16.0% | -3.3% |
| 30D | +2.0% | -29.7% | +31.6% | +2.7% |
| 3M | -12.5% | -93.0% | +80.4% | -8.1% |
| 6M | -9.2% | -98.0% | +88.8% | -3.3% |
| YTD | +30.8% | -97.8% | +128.5% | +36.6% |
| 1Y | +29.4% | -100.0% | +129.4% | +47.9% |
| 3Y | -34.6% | -100.0% | +65.4% | -27.0% |
| 5Y | -35.9% | -100.0% | +64.1% | -28.1% |
| All | -10.4% | -100.0% | +89.6% | -11.5% |
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