+32.3%
MSCI vs VIVK
-100.0%
+132.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -22.8% | +24.4% | +1.4% |
| 7D | +2.7% | -56.0% | +58.6% | +2.0% |
| 30D | +16.2% | -92.3% | +108.5% | +14.2% |
| 3M | +17.1% | -98.6% | +115.7% | +13.6% |
| 6M | +13.0% | -99.9% | +113.0% | +9.9% |
| YTD | +15.8% | -100.0% | +115.7% | +12.8% |
| 1Y | +15.5% | -100.0% | +115.5% | +12.5% |
| 3Y | +32.3% | -100.0% | +132.3% | +27.5% |
| All | +32.3% | -100.0% | +132.3% | +27.5% |
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