+769.1%
RF vs VIVK
-100.0%
+869.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.3% | +14.1% | -0.2% |
| 7D | -1.3% | -48.0% | +46.6% | -1.3% |
| 30D | +4.6% | -88.4% | +93.1% | +4.9% |
| 3M | -8.4% | -98.7% | +90.3% | -8.0% |
| 6M | +8.9% | -100.0% | +108.8% | +9.7% |
| YTD | +8.8% | -100.0% | +108.8% | +9.5% |
| 1Y | +18.9% | -100.0% | +118.9% | +20.0% |
| 3Y | +116.0% | -100.0% | +216.0% | +118.0% |
| 5Y | +46.0% | -100.0% | +146.0% | +47.5% |
| 10Y | +231.7% | -100.0% | +331.7% | +234.4% |
| All | +769.1% | -100.0% | +869.1% | +813.4% |
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