+1,594.0%
NDAQ vs VIVK
-100.0%
+1,694.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -1.9% |
| 7D | -2.6% | +13.1% | -15.6% | -2.6% |
| 30D | +0.5% | -29.7% | +30.1% | +0.5% |
| 3M | +9.9% | -93.0% | +102.9% | +10.0% |
| 6M | +8.2% | -98.0% | +106.2% | +8.3% |
| YTD | -1.5% | -97.8% | +96.3% | -1.4% |
| 1Y | +1.3% | -100.0% | +101.3% | +1.6% |
| 3Y | +92.6% | -100.0% | +192.6% | +93.0% |
| 5Y | +53.8% | -100.0% | +153.8% | +54.1% |
| 10Y | +376.0% | -100.0% | +476.0% | +376.4% |
| All | +1,594.0% | -100.0% | +1,694.0% | +1,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling