+466.3%
O vs VIVK
-100.0%
+566.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.7% | -0.7% |
| 7D | -0.4% | -57.7% | +57.3% | -0.3% |
| 30D | +7.1% | -87.3% | +94.4% | +7.2% |
| 3M | -5.2% | -98.9% | +93.7% | -5.1% |
| 6M | -1.8% | -100.0% | +98.2% | -1.5% |
| YTD | +9.1% | -100.0% | +109.0% | +9.3% |
| 1Y | +9.7% | -100.0% | +109.7% | +10.0% |
| 3Y | +39.1% | -100.0% | +139.1% | +39.6% |
| 5Y | +8.4% | -100.0% | +108.4% | +8.7% |
| 10Y | +80.2% | -100.0% | +180.2% | +81.0% |
| All | +466.3% | -100.0% | +566.3% | +480.8% |
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 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