+10,791.5%
QLD vs VIVK
-100.0%
+10,891.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +34.1% | -31.6% | +2.5% |
| 7D | -10.3% | -42.9% | +32.7% | -10.2% |
| 30D | -26.1% | -88.6% | +62.5% | -26.0% |
| 3M | -17.8% | -97.7% | +79.9% | -17.6% |
| 6M | -15.6% | -99.9% | +84.3% | -15.3% |
| YTD | +5.4% | -99.9% | +105.3% | +5.7% |
| 1Y | +5.2% | -100.0% | +105.2% | +5.7% |
| 3Y | +139.4% | -100.0% | +239.4% | +140.4% |
| 5Y | +66.7% | -100.0% | +166.7% | +67.4% |
| 10Y | +1,422.1% | -100.0% | +1,522.1% | +1,428.7% |
| All | +10,791.5% | -100.0% | +10,891.5% | +11,066.0% |
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