+66,957.4%
NVDA vs VIVK
-100.0%
+67,057.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.9% |
| 7D | -0.3% | -7.9% | +7.6% | -0.3% |
| 30D | +2.8% | -42.0% | +44.8% | +2.8% |
| 3M | +7.4% | -92.5% | +99.9% | +7.4% |
| 6M | +22.6% | -98.0% | +120.6% | +22.6% |
| YTD | +20.1% | -97.9% | +118.0% | +20.0% |
| 1Y | +31.2% | -100.0% | +131.1% | +31.1% |
| 3Y | +391.7% | -100.0% | +491.7% | +391.3% |
| 5Y | +911.9% | -100.0% | +1,011.9% | +911.1% |
| 10Y | +15,200.7% | -100.0% | +15,300.7% | +15,248.4% |
| All | +66,957.4% | -100.0% | +67,057.4% | +65,098.3% |
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