+12.2%
ETSY vs VIVK
-100.0%
+112.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.6% |
| 7D | -4.9% | -4.4% | -0.5% | -4.9% |
| 30D | -8.6% | -40.8% | +32.2% | -8.9% |
| 3M | +4.8% | -94.1% | +98.9% | +4.0% |
| 6M | +38.1% | -98.2% | +136.3% | +37.5% |
| YTD | +31.2% | -98.0% | +129.3% | +31.8% |
| 1Y | +22.1% | -100.0% | +122.1% | +17.1% |
| 3Y | +12.2% | -100.0% | +112.2% | +2.2% |
| All | +12.2% | -100.0% | +112.2% | +2.2% |
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