+1,974.3%
QQQ vs VIVK
-100.0%
+2,074.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | -1.3% | -9.5% | +8.2% | -1.2% |
| 30D | -1.4% | -35.1% | +33.8% | -1.3% |
| 3M | +2.3% | -93.4% | +95.6% | +2.3% |
| 6M | +16.9% | -98.0% | +114.9% | +17.0% |
| YTD | +15.6% | -97.9% | +113.5% | +15.7% |
| 1Y | +22.6% | -100.0% | +122.6% | +22.8% |
| 3Y | +93.5% | -100.0% | +193.5% | +93.8% |
| 5Y | +93.9% | -100.0% | +193.9% | +94.1% |
| 10Y | +564.6% | -100.0% | +664.6% | +565.5% |
| All | +1,974.3% | -100.0% | +2,074.3% | +1,999.6% |
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 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