+1,269.1%
INTU vs VIVK
-100.0%
+1,369.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.3% | +9.0% | -3.4% |
| 7D | -7.1% | -1.4% | -5.7% | -7.1% |
| 30D | +1.5% | -43.6% | +45.1% | +1.5% |
| 3M | +10.7% | -95.1% | +105.8% | +10.7% |
| 6M | -23.8% | -98.2% | +74.4% | -23.8% |
| YTD | -49.3% | -97.9% | +48.6% | -49.3% |
| 1Y | -49.7% | -100.0% | +50.3% | -49.7% |
| 3Y | -38.0% | -100.0% | +62.0% | -38.0% |
| 5Y | -38.7% | -100.0% | +61.3% | -38.7% |
| 10Y | +221.3% | -100.0% | +321.3% | +222.5% |
| All | +1,269.1% | -100.0% | +1,369.1% | +1,331.2% |
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