+136.0%
GOOG vs VIVK
-100.0%
+236.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +1.5% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | -2.0% | -40.8% | +38.9% | -2.0% |
| 3M | -5.9% | -94.1% | +88.3% | -5.9% |
| 6M | +8.9% | -98.2% | +107.1% | +9.0% |
| YTD | +7.1% | -98.0% | +105.1% | +7.1% |
| 1Y | +39.7% | -100.0% | +139.6% | +40.3% |
| 3Y | +145.8% | -100.0% | +245.8% | +146.6% |
| All | +136.0% | -100.0% | +236.0% | +136.0% |
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