+295.0%
T vs VIVK
-100.0%
+395.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | 0.0% |
| 7D | +2.5% | -57.7% | +60.2% | +2.6% |
| 30D | -3.8% | -87.3% | +83.5% | -3.7% |
| 3M | -8.7% | -98.9% | +90.2% | -8.7% |
| 6M | -8.1% | -100.0% | +91.8% | -8.0% |
| YTD | -6.4% | -100.0% | +93.5% | -6.3% |
| 1Y | -9.8% | -100.0% | +90.2% | -9.6% |
| 3Y | +65.5% | -100.0% | +165.5% | +65.8% |
| 5Y | +57.0% | -100.0% | +157.0% | +57.2% |
| 10Y | +60.8% | -100.0% | +160.8% | +61.0% |
| All | +295.0% | -100.0% | +395.0% | +299.4% |
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