+11.7%
IR vs VIVK
-100.0%
+111.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | -0.3% |
| 7D | +2.5% | -57.7% | +60.2% | +2.8% |
| 30D | +9.2% | -87.3% | +96.4% | +9.9% |
| 3M | +0.9% | -98.9% | +99.9% | +3.4% |
| 6M | +19.2% | -100.0% | +119.2% | +25.1% |
| YTD | +7.5% | -100.0% | +107.4% | +12.2% |
| 1Y | +11.7% | -100.0% | +111.7% | +26.8% |
| All | +11.7% | -100.0% | +111.7% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling