-28.3%
ON vs VIVK
-100.0%
+71.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.1% |
| 7D | -4.7% | -9.5% | +4.7% | -4.7% |
| 30D | -13.5% | -35.1% | +21.6% | -13.4% |
| 3M | -36.3% | -93.4% | +57.1% | -36.0% |
| 6M | +17.8% | -98.0% | +115.7% | +18.7% |
| YTD | +29.6% | -97.9% | +127.4% | +30.1% |
| 1Y | +45.8% | -100.0% | +145.8% | +44.2% |
| All | -28.3% | -100.0% | +71.7% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling