+251.0%
SPOT vs VIVK
-100.0%
+351.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.3% | -1.1% |
| 7D | -6.5% | -7.9% | +1.4% | -6.5% |
| 30D | +2.2% | -42.0% | +44.1% | +2.0% |
| 3M | +5.4% | -92.5% | +97.9% | +4.4% |
| 6M | -4.0% | -98.0% | +94.0% | -5.2% |
| YTD | -9.9% | -97.9% | +88.0% | -10.5% |
| 1Y | -27.3% | -100.0% | +72.7% | -30.1% |
| 3Y | +236.4% | -100.0% | +336.4% | +224.7% |
| 5Y | +112.6% | -100.0% | +212.6% | +108.2% |
| All | +251.0% | -100.0% | +351.0% | +245.3% |
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 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