-19.5%
NOW vs VIVK
-100.0%
+80.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -14.3% | +17.5% | +3.4% |
| 7D | -5.6% | -48.0% | +42.4% | -4.9% |
| 30D | -26.8% | -88.4% | +61.7% | -25.1% |
| 3M | -19.4% | -98.7% | +79.3% | -15.6% |
| 6M | +12.3% | -100.0% | +112.3% | +22.0% |
| YTD | -32.9% | -100.0% | +67.0% | -27.1% |
| 1Y | -40.3% | -100.0% | +59.7% | -34.8% |
| All | -19.5% | -100.0% | +80.5% | -10.9% |
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