+50.3%
NDAQ vs VIVK
-100.0%
+150.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.8% | -2.4% |
| 7D | -6.8% | -9.5% | +2.7% | -6.7% |
| 30D | -3.2% | -35.1% | +31.9% | -3.0% |
| 3M | +6.5% | -93.4% | +99.8% | +7.6% |
| 6M | +5.7% | -98.0% | +103.7% | +7.3% |
| YTD | -4.6% | -97.9% | +93.2% | -3.6% |
| 1Y | -1.6% | -100.0% | +98.4% | +1.4% |
| 3Y | +86.4% | -100.0% | +186.4% | +90.5% |
| 5Y | +50.3% | -100.0% | +150.3% | +52.6% |
| All | +50.3% | -100.0% | +150.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling