+102.9%
T vs VIVK
-100.0%
+202.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.6% | -1.7% |
| 7D | -3.1% | -7.9% | +4.8% | -3.0% |
| 30D | +4.6% | -42.0% | +46.5% | +5.0% |
| 3M | +12.2% | -92.5% | +104.7% | +13.7% |
| 6M | -6.5% | -98.0% | +91.6% | -4.8% |
| YTD | +4.9% | -97.9% | +102.8% | +6.2% |
| 1Y | -10.5% | -100.0% | +89.5% | -6.9% |
| All | +102.9% | -100.0% | +202.9% | +108.0% |
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