+399.5%
TPR vs VIVK
-100.0%
+499.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.3% | +12.7% | -1.7% |
| 7D | +6.4% | -48.0% | +54.4% | +6.2% |
| 30D | +13.8% | -88.4% | +102.2% | +13.5% |
| 3M | -16.6% | -98.7% | +82.1% | -16.7% |
| 6M | +0.7% | -100.0% | +100.6% | +1.7% |
| YTD | +5.3% | -100.0% | +105.3% | +5.2% |
| 1Y | +32.4% | -100.0% | +132.4% | +33.4% |
| All | +399.5% | -100.0% | +499.5% | +397.4% |
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