+1,527.5%
META vs VIVK
-99.9%
+1,627.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -1.6% | -95.1% | +93.5% | -1.8% |
| 6M | -7.5% | -98.2% | +90.7% | -7.6% |
| YTD | -6.4% | -97.9% | +91.5% | -6.5% |
| 1Y | -17.3% | -100.0% | +82.6% | -17.7% |
| 3Y | +109.9% | -100.0% | +209.9% | +109.3% |
| 5Y | +65.4% | -100.0% | +165.4% | +64.9% |
| 10Y | +391.8% | -100.0% | +491.8% | +394.9% |
| All | +1,527.5% | -99.9% | +1,627.4% | +1,511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling