+5.2%
LOW vs VIVK
-100.0%
+105.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -3.7% | -4.4% | +0.6% | -3.7% |
| 30D | -8.9% | -40.8% | +31.9% | -8.7% |
| 3M | -10.4% | -94.1% | +83.7% | -9.4% |
| 6M | -19.4% | -98.2% | +78.8% | -18.2% |
| YTD | -17.1% | -98.0% | +80.9% | -16.0% |
| 1Y | -26.3% | -100.0% | +73.7% | -24.7% |
| 3Y | -9.9% | -100.0% | +90.1% | -8.6% |
| All | +5.2% | -100.0% | +105.2% | +6.8% |
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 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