+7.4%
O vs VIVK
-100.0%
+107.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.7% | -0.7% |
| 7D | -0.4% | -57.7% | +57.3% | -0.1% |
| 30D | +7.1% | -87.3% | +94.4% | +7.9% |
| 3M | -5.2% | -98.9% | +93.7% | -3.6% |
| 6M | -1.8% | -100.0% | +98.2% | +0.9% |
| YTD | +9.1% | -100.0% | +109.0% | +11.5% |
| 1Y | +9.7% | -100.0% | +109.7% | +13.2% |
| 3Y | +39.1% | -100.0% | +139.1% | +43.0% |
| All | +7.4% | -100.0% | +107.4% | +11.8% |
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