-19.4%
SE vs VIVK
-100.0%
+80.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.1% |
| 7D | -0.5% | -57.7% | +57.2% | -1.1% |
| 30D | -20.9% | -87.3% | +66.3% | -22.0% |
| 3M | -38.9% | -98.9% | +60.0% | -41.6% |
| 6M | -19.4% | -100.0% | +80.5% | -24.5% |
| All | -19.4% | -100.0% | +80.5% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling