+485.4%
P vs VIVK
-100.0%
+585.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.3% | +13.7% | +1.5% |
| 7D | +6.5% | -1.4% | +7.9% | +6.5% |
| 30D | +18.8% | -43.6% | +62.4% | +19.3% |
| 3M | +26.7% | -95.1% | +121.9% | +29.0% |
| 6M | +62.2% | -98.2% | +160.4% | +65.6% |
| YTD | +48.5% | -97.9% | +146.4% | +50.5% |
| 1Y | +26.4% | -100.0% | +126.4% | +31.7% |
| 3Y | +159.4% | -100.0% | +259.4% | +168.2% |
| 5Y | +275.8% | -100.0% | +375.8% | +289.1% |
| 10Y | +732.0% | -100.0% | +832.0% | +749.0% |
| All | +485.4% | -100.0% | +585.4% | +535.7% |
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