+66.8%
MET vs VIVK
-100.0%
+166.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.1% |
| 7D | -2.5% | -9.5% | +7.0% | -2.4% |
| 30D | 0.0% | -35.1% | +35.1% | +0.3% |
| 3M | +13.1% | -93.4% | +106.4% | +15.1% |
| 6M | +39.0% | -98.0% | +137.0% | +41.9% |
| YTD | +25.2% | -97.9% | +123.0% | +26.7% |
| 1Y | +25.6% | -100.0% | +125.6% | +33.3% |
| All | +66.8% | -100.0% | +166.8% | +64.0% |
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 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