+62.8%
META vs VIVK
-100.0%
+162.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.3% | +13.3% | +1.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.7% |
| 30D | +4.8% | -43.6% | +48.4% | +4.8% |
| 3M | -1.6% | -95.1% | +93.5% | -1.4% |
| 6M | -7.5% | -98.2% | +90.7% | -7.1% |
| YTD | -6.4% | -97.9% | +91.5% | -6.1% |
| 1Y | -17.3% | -100.0% | +82.6% | -17.2% |
| 3Y | +109.9% | -100.0% | +209.9% | +111.5% |
| All | +62.8% | -100.0% | +162.8% | +63.6% |
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