+138.3%
GOOGL vs VIVK
-100.0%
+238.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | -2.8% | -9.5% | +6.6% | -2.8% |
| 30D | -3.2% | -35.1% | +31.9% | -3.2% |
| 3M | -6.6% | -93.4% | +86.7% | -6.5% |
| 6M | +8.5% | -98.0% | +106.4% | +8.8% |
| YTD | +6.5% | -97.9% | +104.3% | +6.6% |
| 1Y | +39.4% | -100.0% | +139.4% | +40.5% |
| 3Y | +146.2% | -100.0% | +246.2% | +147.6% |
| 5Y | +138.3% | -100.0% | +238.3% | +139.3% |
| All | +138.3% | -100.0% | +238.3% | +139.3% |
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