+9.0%
MSFT vs VIVK
-100.0%
+108.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -27.5% | +34.1% | +6.6% |
| 7D | +4.7% | -68.7% | +73.3% | +4.5% |
| 30D | +5.8% | -90.0% | +95.9% | +5.6% |
| 3M | +13.0% | -98.1% | +111.0% | +12.6% |
| 6M | +34.9% | -99.9% | +134.8% | +36.9% |
| YTD | +15.7% | -99.9% | +115.6% | +17.3% |
| 1Y | +9.0% | -100.0% | +108.9% | +15.8% |
| All | +9.0% | -100.0% | +108.9% | +15.8% |
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