+1,312.7%
INTU vs VIVK
-100.0%
+1,412.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.4% |
| 7D | +0.1% | -57.7% | +57.7% | +0.1% |
| 30D | +10.1% | -87.3% | +97.3% | +10.1% |
| 3M | -4.2% | -98.9% | +94.7% | -4.2% |
| 6M | -7.2% | -100.0% | +92.7% | -7.2% |
| YTD | -47.7% | -100.0% | +52.3% | -47.7% |
| 1Y | -46.7% | -100.0% | +53.3% | -46.7% |
| 3Y | -34.1% | -100.0% | +65.9% | -34.1% |
| 5Y | -43.3% | -100.0% | +56.7% | -43.3% |
| 10Y | +232.6% | -100.0% | +332.6% | +233.8% |
| All | +1,312.7% | -100.0% | +1,412.7% | +1,376.9% |
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