-50.0%
TE vs VIVK
-100.0%
+50.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.4% | -2.9% |
| 7D | +15.0% | -7.9% | +22.9% | +15.0% |
| 30D | -7.5% | -42.0% | +34.4% | -7.4% |
| 3M | -42.0% | -92.5% | +50.5% | -41.0% |
| 6M | -31.4% | -98.0% | +66.6% | -29.9% |
| YTD | -26.5% | -97.9% | +71.4% | -26.0% |
| 1Y | +153.1% | -100.0% | +253.1% | +170.2% |
| 3Y | -20.7% | -100.0% | +79.3% | -16.4% |
| 5Y | -45.4% | -100.0% | +54.6% | -42.6% |
| All | -50.0% | -100.0% | +50.0% | -47.7% |
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