+526.5%
P vs VIVK
-100.0%
+626.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -14.3% | +18.8% | +4.6% |
| 7D | -4.7% | -48.0% | +43.3% | -4.2% |
| 30D | -31.4% | -88.4% | +57.0% | -30.3% |
| 3M | -2.6% | -98.7% | +96.1% | +0.4% |
| 6M | +21.9% | -100.0% | +121.9% | +28.1% |
| YTD | +58.9% | -100.0% | +158.9% | +65.5% |
| 1Y | +21.7% | -100.0% | +121.7% | +29.3% |
| 3Y | +193.3% | -100.0% | +293.3% | +211.3% |
| 5Y | +275.1% | -100.0% | +375.1% | +299.8% |
| 10Y | +655.3% | -100.0% | +755.3% | +691.7% |
| All | +526.5% | -100.0% | +626.5% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling