+243.5%
NEM vs VIVK
-100.0%
+343.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -3.3% | -9.5% | +6.2% | -3.3% |
| 30D | +7.8% | -35.1% | +43.0% | +7.9% |
| 3M | +36.3% | -93.4% | +129.6% | +37.2% |
| 6M | +6.6% | -98.0% | +104.5% | +7.6% |
| YTD | +27.1% | -97.9% | +125.0% | +28.4% |
| 1Y | +62.3% | -100.0% | +162.3% | +68.6% |
| All | +243.5% | -100.0% | +343.5% | +224.9% |
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