+46.5%
F vs VIVK
-100.0%
+146.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.7% | -11.9% | -4.4% |
| 7D | +1.2% | +13.1% | -11.9% | +0.9% |
| 30D | +1.2% | -29.7% | +30.9% | +1.7% |
| 3M | -5.7% | -93.0% | +87.3% | -2.7% |
| 6M | +17.9% | -98.0% | +115.9% | +22.8% |
| YTD | +10.4% | -97.8% | +108.2% | +13.4% |
| 1Y | +25.3% | -100.0% | +125.3% | +38.1% |
| 3Y | +37.5% | -100.0% | +137.4% | +47.8% |
| 5Y | +46.5% | -100.0% | +146.5% | +60.5% |
| All | +46.5% | -100.0% | +146.5% | +60.5% |
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 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