+196.3%
SE vs VIVK
-100.0%
+296.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.5% | +1.1% |
| 7D | +0.6% | +13.1% | -12.4% | +0.5% |
| 30D | -0.1% | -29.7% | +29.6% | 0.0% |
| 3M | +34.1% | -93.0% | +127.1% | +36.3% |
| 6M | +23.2% | -98.0% | +121.2% | +25.8% |
| YTD | -11.2% | -97.8% | +86.6% | -9.6% |
| 1Y | -40.5% | -100.0% | +59.4% | -37.6% |
| 3Y | +196.3% | -100.0% | +296.3% | +165.3% |
| All | +196.3% | -100.0% | +296.3% | +165.3% |
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