-66.3%
SE vs VIVK
-100.0%
+33.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.3% | -4.0% |
| 7D | -3.6% | -7.9% | +4.3% | -3.6% |
| 30D | -5.3% | -42.0% | +36.7% | -4.8% |
| 3M | +28.1% | -92.5% | +120.6% | +31.5% |
| 6M | +20.7% | -98.0% | +118.7% | +25.0% |
| YTD | -14.8% | -97.9% | +83.1% | -12.5% |
| 1Y | -43.6% | -100.0% | +56.4% | -38.8% |
| 3Y | +184.2% | -100.0% | +284.2% | +197.0% |
| 5Y | -66.3% | -100.0% | +33.7% | -61.7% |
| All | -66.3% | -100.0% | +33.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling