+2,826.8%
GOOG vs VIVK
-100.0%
+2,926.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | -2.5% | -9.5% | +7.0% | -2.5% |
| 30D | -3.6% | -35.1% | +31.5% | -3.6% |
| 3M | -6.4% | -93.4% | +86.9% | -6.2% |
| 6M | +7.8% | -98.0% | +105.8% | +8.1% |
| YTD | +5.5% | -97.9% | +103.3% | +5.7% |
| 1Y | +38.3% | -100.0% | +138.2% | +39.2% |
| 3Y | +143.1% | -100.0% | +243.1% | +144.5% |
| 5Y | +135.0% | -100.0% | +235.0% | +136.4% |
| 10Y | +778.1% | -100.0% | +878.1% | +773.0% |
| All | +2,826.8% | -100.0% | +2,926.8% | +2,780.9% |
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