+889.8%
NVDA vs VIVK
-100.0%
+989.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -5.1% | -4.4% | -0.8% | -5.1% |
| 30D | -2.5% | -40.8% | +38.3% | -2.5% |
| 3M | +6.7% | -94.1% | +100.8% | +6.7% |
| 6M | +17.6% | -98.2% | +115.8% | +17.9% |
| YTD | +17.3% | -98.0% | +115.3% | +17.3% |
| 1Y | +23.5% | -100.0% | +123.5% | +23.4% |
| 3Y | +384.6% | -100.0% | +484.6% | +379.8% |
| All | +889.8% | -100.0% | +989.8% | +885.4% |
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