+4,885.0%
TER vs VIVK
-100.0%
+4,985.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -12.3% | +17.8% | +5.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -8.3% | -43.6% | +35.3% | -8.3% |
| 3M | -12.2% | -95.1% | +82.9% | -12.1% |
| 6M | +17.1% | -98.2% | +115.3% | +17.2% |
| YTD | +84.7% | -97.9% | +182.6% | +84.8% |
| 1Y | +199.9% | -100.0% | +299.9% | +200.7% |
| 3Y | +232.8% | -100.0% | +332.7% | +233.3% |
| 5Y | +198.6% | -100.0% | +298.6% | +199.1% |
| 10Y | +1,669.7% | -100.0% | +1,769.7% | +1,667.3% |
| All | +4,885.0% | -100.0% | +4,985.0% | +4,823.5% |
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