-8.1%
T vs VIVK
-100.0%
+91.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | 0.0% |
| 7D | +2.5% | -57.7% | +60.2% | +3.0% |
| 30D | -3.8% | -87.3% | +83.5% | -2.6% |
| 3M | -8.7% | -98.9% | +90.2% | -4.8% |
| 6M | -8.1% | -100.0% | +91.8% | +6.9% |
| All | -8.1% | -100.0% | +91.8% | +6.9% |
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