-7.2%
JD vs VIVK
-100.0%
+92.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.9% | -2.5% |
| 7D | -3.0% | -7.9% | +4.9% | -3.0% |
| 30D | -19.3% | -42.0% | +22.6% | -19.3% |
| 3M | -6.0% | -92.5% | +86.5% | -6.0% |
| 6M | +1.8% | -98.0% | +99.8% | +1.7% |
| YTD | -2.6% | -97.9% | +95.3% | -2.8% |
| 1Y | -17.4% | -100.0% | +82.5% | -14.8% |
| All | -7.2% | -100.0% | +92.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling