-15.1%
F vs VIVK
-100.0%
+84.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.6% | +24.2% | +1.0% |
| 7D | -0.6% | -44.2% | +43.6% | 0.0% |
| 30D | +2.9% | -90.0% | +92.9% | +5.8% |
| 3M | -9.5% | -98.0% | +88.5% | -4.8% |
| 6M | +4.0% | -99.9% | +103.9% | +14.1% |
| YTD | -1.3% | -99.9% | +98.7% | +6.0% |
| 1Y | -1.9% | -100.0% | +98.1% | +10.5% |
| 3Y | +53.5% | -100.0% | +153.5% | +71.8% |
| 5Y | -15.1% | -100.0% | +84.9% | -2.8% |
| All | -15.1% | -100.0% | +84.9% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling