+77.7%
SPY vs VIVK
-100.0%
+177.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | -0.3% |
| 7D | +2.6% | -57.7% | +60.3% | +2.8% |
| 30D | -2.0% | -87.3% | +85.3% | -1.5% |
| 3M | -2.8% | -98.9% | +96.1% | -1.9% |
| 6M | +2.1% | -100.0% | +102.1% | +3.8% |
| YTD | +11.5% | -100.0% | +111.5% | +12.9% |
| 1Y | +13.5% | -100.0% | +113.5% | +16.1% |
| 3Y | +77.7% | -100.0% | +177.7% | +81.8% |
| All | +77.7% | -100.0% | +177.7% | +81.8% |
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