+802.8%
TEAM vs VIVK
-100.0%
+902.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.3% | +9.7% | -2.5% |
| 7D | -0.4% | -1.4% | +0.9% | -0.4% |
| 30D | +67.3% | -43.6% | +110.9% | +67.8% |
| 3M | +86.8% | -95.1% | +181.9% | +89.8% |
| 6M | +146.8% | -98.2% | +245.0% | +151.6% |
| YTD | +16.9% | -97.9% | +114.8% | +18.7% |
| 1Y | +12.8% | -100.0% | +112.8% | +17.3% |
| 3Y | -7.3% | -100.0% | +92.7% | -4.3% |
| 5Y | -50.7% | -100.0% | +49.3% | -49.0% |
| 10Y | +529.8% | -100.0% | +629.8% | +501.7% |
| All | +802.8% | -100.0% | +902.8% | +851.0% |
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 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