+158.7%
P vs VIVK
-100.0%
+258.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.0% | +1.6% |
| 7D | +7.8% | +13.1% | -5.2% | +7.7% |
| 30D | +12.3% | -29.7% | +42.0% | +12.6% |
| 3M | +37.1% | -93.0% | +130.1% | +39.7% |
| 6M | +66.1% | -98.0% | +164.0% | +70.8% |
| YTD | +50.9% | -97.8% | +148.7% | +52.8% |
| 1Y | +27.2% | -100.0% | +127.2% | +36.3% |
| 3Y | +158.7% | -100.0% | +258.7% | +154.6% |
| All | +158.7% | -100.0% | +258.6% | +154.6% |
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