+233.5%
SPOT vs VIVK
-100.0%
+333.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -3.1% | -4.4% | +1.3% | -3.1% |
| 30D | +7.4% | -40.8% | +48.2% | +7.5% |
| 3M | +8.2% | -94.1% | +102.3% | +8.6% |
| 6M | +2.2% | -98.2% | +100.4% | +2.8% |
| YTD | -9.5% | -98.0% | +88.5% | -8.3% |
| 1Y | -23.8% | -100.0% | +76.1% | -26.1% |
| 3Y | +233.5% | -100.0% | +333.5% | +206.1% |
| All | +233.5% | -100.0% | +333.5% | +206.1% |
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