+292.2%
TER vs VIVK
-100.0%
+392.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.5% | +3.1% |
| 7D | +12.4% | -7.9% | +20.2% | +12.3% |
| 30D | +5.1% | -42.0% | +47.1% | +4.8% |
| 3M | +4.0% | -92.5% | +96.5% | +2.1% |
| 6M | +29.5% | -98.0% | +127.5% | +26.7% |
| YTD | +98.5% | -97.9% | +196.4% | +93.8% |
| 1Y | +234.1% | -100.0% | +334.1% | +219.7% |
| All | +292.2% | -100.0% | +392.2% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling