+2,815.4%
GOOGL vs VIVK
-100.0%
+2,915.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.1% | -2.3% |
| 7D | -1.9% | -7.9% | +6.0% | -1.8% |
| 30D | -7.5% | -42.0% | +34.5% | -7.4% |
| 3M | -9.2% | -92.5% | +83.3% | -8.9% |
| 6M | +8.1% | -98.0% | +106.1% | +8.5% |
| YTD | +5.8% | -97.9% | +103.7% | +6.1% |
| 1Y | +38.3% | -100.0% | +138.3% | +39.3% |
| 3Y | +144.8% | -100.0% | +244.7% | +146.2% |
| 5Y | +132.5% | -100.0% | +232.5% | +134.0% |
| 10Y | +746.7% | -100.0% | +846.7% | +742.0% |
| All | +2,815.4% | -100.0% | +2,915.4% | +2,770.3% |
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 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