+1,342.3%
NI vs VIVK
-100.0%
+1,442.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -0.6% | -9.5% | +8.9% | -0.6% |
| 30D | -1.4% | -35.1% | +33.7% | -1.4% |
| 3M | -10.6% | -93.4% | +82.8% | -10.4% |
| 6M | -9.9% | -98.0% | +88.1% | -9.7% |
| YTD | +1.2% | -97.9% | +99.0% | +1.3% |
| 1Y | +4.4% | -100.0% | +104.4% | +4.8% |
| 3Y | +68.6% | -100.0% | +168.6% | +69.2% |
| 5Y | +98.0% | -100.0% | +198.0% | +98.7% |
| 10Y | +143.6% | -100.0% | +243.6% | +143.7% |
| All | +1,342.3% | -100.0% | +1,442.3% | +1,348.1% |
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