+34.3%
MOD vs VIVK
-100.0%
+134.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -3.2% |
| 7D | +3.6% | -7.9% | +11.5% | +3.7% |
| 30D | -2.6% | -42.0% | +39.3% | -2.0% |
| 3M | -33.1% | -92.5% | +59.4% | -31.2% |
| 6M | -7.5% | -98.0% | +90.5% | -3.9% |
| YTD | +39.3% | -97.9% | +137.2% | +40.5% |
| 1Y | +34.3% | -100.0% | +134.2% | +52.1% |
| All | +34.3% | -100.0% | +134.2% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling