+37.3%
IR vs VIVK
-100.0%
+137.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -2.0% |
| 7D | -1.9% | -7.9% | +6.0% | -1.9% |
| 30D | -15.0% | -42.0% | +26.9% | -14.8% |
| 3M | -0.4% | -92.5% | +92.1% | +0.6% |
| 6M | -15.0% | -98.0% | +83.0% | -13.7% |
| YTD | -7.1% | -97.9% | +90.9% | -5.8% |
| 1Y | -7.5% | -100.0% | +92.4% | -4.8% |
| 3Y | +6.3% | -100.0% | +106.3% | +8.4% |
| 5Y | +37.3% | -100.0% | +137.3% | +37.0% |
| All | +37.3% | -100.0% | +137.3% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling