+751.4%
INTC vs VIVK
-100.0%
+851.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +1.7% |
| 7D | +18.0% | -7.9% | +25.9% | +18.0% |
| 30D | +8.9% | -42.0% | +50.9% | +9.0% |
| 3M | -1.6% | -92.5% | +90.9% | -1.5% |
| 6M | +133.1% | -98.0% | +231.1% | +133.3% |
| YTD | +187.9% | -97.9% | +285.8% | +188.0% |
| 1Y | +334.7% | -100.0% | +434.7% | +335.4% |
| 3Y | +184.2% | -100.0% | +284.2% | +184.5% |
| 5Y | +116.0% | -100.0% | +216.0% | +116.3% |
| 10Y | +270.0% | -100.0% | +370.0% | +270.7% |
| All | +751.4% | -100.0% | +851.4% | +758.9% |
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