-29.8%
NOW vs VIVK
-100.0%
+70.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -2.2% |
| 7D | -4.1% | -7.9% | +3.8% | -4.0% |
| 30D | +2.9% | -42.0% | +44.8% | +3.8% |
| 3M | +22.6% | -92.5% | +115.1% | +27.0% |
| 6M | +7.5% | -98.0% | +105.5% | +13.2% |
| YTD | -14.4% | -97.9% | +83.5% | -9.1% |
| 1Y | -29.8% | -100.0% | +70.2% | -27.2% |
| All | -29.8% | -100.0% | +70.2% | -27.2% |
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