-84.2%
OPEN vs VIVK
-100.0%
+15.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.1% | -2.2% |
| 7D | -2.9% | -7.9% | +5.0% | -2.8% |
| 30D | -13.8% | -42.0% | +28.2% | -13.3% |
| 3M | -30.9% | -92.5% | +61.6% | -28.9% |
| 6M | -40.9% | -98.0% | +57.1% | -38.6% |
| YTD | -48.5% | -97.9% | +49.4% | -47.2% |
| 1Y | -50.9% | -100.0% | +49.1% | -46.8% |
| 3Y | -20.6% | -100.0% | +79.3% | -16.3% |
| 5Y | -84.2% | -100.0% | +15.8% | -83.2% |
| All | -84.2% | -100.0% | +15.8% | -83.2% |
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