+2.6%
NOW vs VIVK
-100.0%
+102.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.7% | -12.6% | -5.1% |
| 7D | -6.1% | +13.1% | -19.1% | -6.3% |
| 30D | +7.5% | -29.7% | +37.1% | +8.0% |
| 3M | +17.5% | -93.0% | +110.5% | +21.3% |
| 6M | +7.9% | -98.0% | +105.9% | +12.6% |
| YTD | -12.4% | -97.8% | +85.4% | -9.0% |
| 1Y | -28.6% | -100.0% | +71.4% | -23.1% |
| 3Y | +11.8% | -100.0% | +111.8% | +18.7% |
| 5Y | +2.6% | -100.0% | +102.6% | +9.0% |
| All | +2.6% | -100.0% | +102.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling