+108.5%
RF vs VIVK
-100.0%
+208.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +34.1% | -34.5% | -0.6% |
| 7D | -0.9% | -42.9% | +42.0% | -0.6% |
| 30D | +6.0% | -88.6% | +94.6% | +7.3% |
| 3M | -8.9% | -97.7% | +88.8% | -6.8% |
| 6M | +2.3% | -99.9% | +102.2% | +6.8% |
| YTD | +7.6% | -99.9% | +107.5% | +10.9% |
| 1Y | +21.2% | -100.0% | +121.2% | +28.7% |
| 3Y | +108.5% | -100.0% | +208.5% | +111.1% |
| All | +108.5% | -100.0% | +208.5% | +111.1% |
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