+107.8%
META vs VIVK
-100.0%
+207.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.6% |
| 7D | +6.0% | +13.1% | -7.0% | +5.9% |
| 30D | +3.6% | -29.7% | +33.3% | +3.8% |
| 3M | +4.9% | -93.0% | +97.9% | +6.4% |
| 6M | -4.7% | -98.0% | +93.3% | -2.7% |
| YTD | -6.9% | -97.8% | +90.9% | -5.5% |
| 1Y | -18.2% | -100.0% | +81.8% | -14.0% |
| 3Y | +107.8% | -100.0% | +207.7% | +100.8% |
| All | +107.8% | -100.0% | +207.7% | +100.8% |
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 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