+810.2%
NUE vs VIVK
-100.0%
+910.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.0% |
| 7D | -2.7% | -9.5% | +6.8% | -2.7% |
| 30D | -6.1% | -35.1% | +29.1% | -6.0% |
| 3M | +2.2% | -93.4% | +95.6% | +2.4% |
| 6M | +50.8% | -98.0% | +148.7% | +51.1% |
| YTD | +57.5% | -97.9% | +155.4% | +57.8% |
| 1Y | +82.5% | -100.0% | +182.4% | +83.2% |
| 3Y | +61.7% | -100.0% | +161.7% | +62.2% |
| 5Y | +145.1% | -100.0% | +245.1% | +146.0% |
| 10Y | +577.8% | -100.0% | +677.8% | +578.6% |
| All | +810.2% | -100.0% | +910.2% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling