+291.3%
IR vs VIVK
-100.0%
+391.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -12.3% | +13.6% | +1.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -15.1% | -43.6% | +28.5% | -15.1% |
| 3M | +6.1% | -95.1% | +101.2% | +6.2% |
| 6M | -16.8% | -98.2% | +81.4% | -16.6% |
| YTD | -3.5% | -97.9% | +94.4% | -3.3% |
| 1Y | -3.5% | -100.0% | +96.5% | -3.4% |
| 3Y | +9.5% | -100.0% | +109.5% | +9.6% |
| 5Y | +45.1% | -100.0% | +145.1% | +44.9% |
| All | +291.3% | -100.0% | +391.3% | +332.4% |
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