+554.8%
TPR vs VIVK
-100.0%
+654.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | 0.0% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | -23.0% | -43.6% | +20.6% | -23.0% |
| 3M | -12.5% | -95.1% | +82.7% | -12.7% |
| 6M | -21.4% | -98.2% | +76.8% | -21.6% |
| YTD | -3.5% | -97.9% | +94.4% | -3.7% |
| 1Y | +17.4% | -100.0% | +117.3% | +16.7% |
| 3Y | +291.3% | -100.0% | +391.2% | +289.5% |
| 5Y | +241.9% | -100.0% | +341.9% | +240.3% |
| 10Y | +322.7% | -100.0% | +422.7% | +325.9% |
| All | +554.8% | -100.0% | +654.8% | +621.4% |
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 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