+72.7%
NEM vs VIVK
-100.0%
+172.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.3% | +10.5% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +23.1% | -43.6% | +66.7% | +23.0% |
| 3M | +18.5% | -95.1% | +113.6% | +18.8% |
| 6M | +7.8% | -98.2% | +106.0% | +8.2% |
| YTD | +29.1% | -97.9% | +127.0% | +30.3% |
| 1Y | +72.7% | -100.0% | +172.6% | +77.6% |
| All | +72.7% | -100.0% | +172.6% | +77.6% |
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 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