+139.4%
QLD vs VIVK
-100.0%
+239.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +34.1% | -31.6% | +2.2% |
| 7D | -10.3% | -42.9% | +32.7% | -10.1% |
| 30D | -26.1% | -88.6% | +62.5% | -25.5% |
| 3M | -17.8% | -97.7% | +79.9% | -16.9% |
| 6M | -15.6% | -99.9% | +84.3% | -13.9% |
| YTD | +5.4% | -99.9% | +105.3% | +6.8% |
| 1Y | +5.2% | -100.0% | +105.2% | +8.6% |
| 3Y | +139.4% | -100.0% | +239.4% | +146.2% |
| All | +139.4% | -100.0% | +239.4% | +146.2% |
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