+81.9%
META vs VIVK
-100.0%
+181.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +34.1% | -33.3% | +0.9% |
| 7D | -0.8% | -42.9% | +42.2% | -0.9% |
| 30D | -15.4% | -88.6% | +73.2% | -15.7% |
| 3M | +3.5% | -97.7% | +101.2% | +3.1% |
| 6M | -0.3% | -99.9% | +99.6% | -0.5% |
| YTD | -7.3% | -99.9% | +92.6% | -7.4% |
| 1Y | -1.1% | -100.0% | +98.9% | -1.0% |
| 3Y | +95.1% | -100.0% | +195.1% | +95.9% |
| All | +81.9% | -100.0% | +181.9% | +77.7% |
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 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