+614.2%
TEAM vs VIVK
-100.0%
+714.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.5% |
| 7D | -2.4% | -57.7% | +55.3% | -2.1% |
| 30D | -26.7% | -87.3% | +60.6% | -26.1% |
| 3M | -9.6% | -98.9% | +89.3% | -8.0% |
| 6M | +86.0% | -100.0% | +186.0% | +92.7% |
| YTD | -7.5% | -100.0% | +92.5% | -4.6% |
| 1Y | -1.4% | -100.0% | +98.6% | +3.4% |
| 3Y | -14.3% | -100.0% | +85.7% | -10.2% |
| 5Y | -66.3% | -100.0% | +33.7% | -64.5% |
| 10Y | +445.6% | -100.0% | +545.6% | +431.8% |
| All | +614.2% | -100.0% | +714.2% | +664.6% |
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