+119.7%
TWLO vs VIVK
-100.0%
+219.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.3% | +9.2% | -3.0% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +20.6% | -43.6% | +64.2% | +20.9% |
| 3M | -1.5% | -95.1% | +93.6% | +0.2% |
| 6M | +89.4% | -98.2% | +187.6% | +93.0% |
| YTD | +63.8% | -97.9% | +161.7% | +68.4% |
| 1Y | +119.7% | -100.0% | +219.7% | +113.1% |
| All | +119.7% | -100.0% | +219.7% | +113.1% |
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