+17.9%
NOW vs VIVK
-100.0%
+117.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.3% | +9.3% | -2.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +20.5% | -43.6% | +64.1% | +21.5% |
| 3M | +18.3% | -95.1% | +113.5% | +22.8% |
| 6M | +24.1% | -98.2% | +122.3% | +29.6% |
| YTD | -7.8% | -97.9% | +90.1% | -3.6% |
| 1Y | -21.4% | -100.0% | +78.6% | -16.4% |
| All | +17.9% | -100.0% | +117.8% | +20.0% |
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