+352.2%
T vs VIVK
-100.0%
+452.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.3% | +10.4% | -1.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | +11.4% | -43.6% | +55.0% | +11.4% |
| 3M | +14.3% | -95.1% | +109.4% | +14.4% |
| 6M | -9.3% | -98.2% | +88.9% | -9.2% |
| YTD | +7.1% | -97.9% | +105.0% | +7.2% |
| 1Y | -9.1% | -100.0% | +90.9% | -9.0% |
| 3Y | +105.3% | -100.0% | +205.3% | +105.5% |
| 5Y | +66.8% | -100.0% | +166.8% | +67.0% |
| 10Y | +66.8% | -100.0% | +166.8% | +66.9% |
| All | +352.2% | -100.0% | +452.2% | +356.9% |
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 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