+234.3%
F vs VIVK
-100.0%
+334.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -22.8% | +22.0% | -0.7% |
| 7D | +1.0% | -56.0% | +56.9% | +1.1% |
| 30D | +2.1% | -92.3% | +94.4% | +2.5% |
| 3M | -10.3% | -98.6% | +88.4% | -9.7% |
| 6M | +3.3% | -99.9% | +103.2% | +4.3% |
| YTD | -2.0% | -100.0% | +98.0% | -1.2% |
| 1Y | -2.3% | -100.0% | +97.7% | -1.1% |
| 3Y | +49.9% | -100.0% | +149.9% | +51.7% |
| 5Y | -12.5% | -100.0% | +87.5% | -11.4% |
| 10Y | +74.3% | -100.0% | +174.3% | +75.1% |
| All | +234.3% | -100.0% | +334.3% | +227.7% |
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