+22.5%
P vs VIVK
-100.0%
+122.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.3% | -4.0% |
| 7D | +5.0% | -7.9% | +12.9% | +5.1% |
| 30D | -0.9% | -42.0% | +41.0% | -0.6% |
| 3M | +38.7% | -92.5% | +131.2% | +40.1% |
| 6M | +54.4% | -98.0% | +152.4% | +57.7% |
| YTD | +44.8% | -97.9% | +142.7% | +45.3% |
| 1Y | +22.5% | -100.0% | +122.5% | +30.4% |
| All | +22.5% | -100.0% | +122.5% | +30.4% |
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