+481.8%
O vs VIVK
-100.0%
+581.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.0% | -0.4% |
| 7D | -0.6% | +13.1% | -13.6% | -0.6% |
| 30D | -2.0% | -29.7% | +27.7% | -1.9% |
| 3M | +3.0% | -93.0% | +96.0% | +3.1% |
| 6M | -3.6% | -98.0% | +94.3% | -3.5% |
| YTD | +12.1% | -97.8% | +109.8% | +12.1% |
| 1Y | +8.9% | -100.0% | +108.9% | +9.1% |
| 3Y | +30.3% | -100.0% | +130.3% | +30.6% |
| 5Y | +13.7% | -100.0% | +113.7% | +13.9% |
| 10Y | +50.3% | -100.0% | +150.3% | +50.7% |
| All | +481.8% | -100.0% | +581.8% | +495.7% |
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