-3.5%
LYB vs VIVK
-98.2%
+94.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.4% | -0.9% |
| 7D | +0.3% | -4.4% | +4.6% | +0.3% |
| 30D | +2.5% | -40.8% | +43.3% | +2.7% |
| 3M | +1.4% | -94.1% | +95.5% | +1.8% |
| 6M | -3.5% | -98.2% | +94.7% | -1.7% |
| All | -3.5% | -98.2% | +94.7% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling