+46.2%
MSFT vs VIVK
-100.0%
+146.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.2% |
| 7D | -1.3% | -57.7% | +56.4% | -1.3% |
| 30D | -1.8% | -87.3% | +85.4% | -1.9% |
| 3M | +5.6% | -98.9% | +104.5% | +5.7% |
| 6M | +29.8% | -100.0% | +129.8% | +31.4% |
| YTD | +9.0% | -100.0% | +109.0% | +10.2% |
| 1Y | +4.9% | -100.0% | +104.9% | +7.3% |
| 3Y | +46.2% | -100.0% | +146.2% | +50.6% |
| All | +46.2% | -100.0% | +146.2% | +50.6% |
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 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