+293.7%
TPR vs VIVK
-100.0%
+393.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.7% | -11.4% | -3.8% |
| 7D | -3.4% | +13.1% | -16.4% | -3.4% |
| 30D | -27.3% | -29.7% | +2.4% | -27.2% |
| 3M | -16.2% | -93.0% | +76.7% | -15.5% |
| 6M | -17.9% | -98.0% | +80.1% | -16.8% |
| YTD | -7.1% | -97.8% | +90.6% | -6.9% |
| 1Y | +13.6% | -100.0% | +113.6% | +15.3% |
| 3Y | +293.7% | -100.0% | +393.7% | +268.8% |
| All | +293.7% | -100.0% | +393.7% | +268.8% |
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