+155.9%
NUE vs VIVK
-100.0%
+255.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +8.9% | +1.6% |
| 7D | -0.6% | -4.4% | +3.7% | -0.6% |
| 30D | -4.6% | -40.8% | +36.3% | -4.3% |
| 3M | -0.3% | -94.1% | +93.8% | +1.0% |
| 6M | +51.9% | -98.2% | +150.1% | +54.2% |
| YTD | +60.0% | -98.0% | +158.0% | +61.4% |
| 1Y | +82.9% | -100.0% | +182.9% | +90.2% |
| 3Y | +66.0% | -100.0% | +166.0% | +70.2% |
| All | +155.9% | -100.0% | +255.9% | +159.8% |
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