+19.3%
TPR vs VIVK
-100.0%
+119.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -27.5% | +31.0% | +3.5% |
| 7D | +12.6% | -68.7% | +81.3% | +12.7% |
| 30D | +7.1% | -90.0% | +97.2% | +7.2% |
| 3M | -19.4% | -98.1% | +78.7% | -18.9% |
| 6M | -9.7% | -99.9% | +90.2% | -6.5% |
| YTD | -1.0% | -99.9% | +98.9% | -1.4% |
| 1Y | +19.3% | -100.0% | +119.3% | +47.7% |
| All | +19.3% | -100.0% | +119.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling