+28.6%
P vs VIVK
-100.0%
+128.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | -1.8% |
| 7D | +11.6% | -57.7% | +69.3% | +13.4% |
| 30D | -23.7% | -87.3% | +63.6% | -21.4% |
| 3M | -8.0% | -98.9% | +90.9% | -3.5% |
| 6M | +27.9% | -100.0% | +127.9% | +37.1% |
| YTD | +61.2% | -100.0% | +161.1% | +68.1% |
| 1Y | +28.6% | -100.0% | +128.6% | +77.5% |
| All | +28.6% | -100.0% | +128.6% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling