+164.3%
INTC vs VIVK
-100.0%
+264.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -5.6% |
| 7D | +9.4% | -9.5% | +18.9% | +9.4% |
| 30D | +2.7% | -35.1% | +37.8% | +2.6% |
| 3M | -6.3% | -93.4% | +87.1% | -6.5% |
| 6M | +114.5% | -98.0% | +212.4% | +114.1% |
| YTD | +171.9% | -97.9% | +269.7% | +169.1% |
| 1Y | +305.0% | -100.0% | +405.0% | +303.5% |
| All | +164.3% | -100.0% | +264.3% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling