+18.4%
U vs VIVK
-100.0%
+118.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -27.5% | +32.3% | +5.1% |
| 7D | +7.5% | -68.7% | +76.2% | +8.3% |
| 30D | -7.0% | -90.0% | +83.0% | -5.6% |
| 3M | +20.6% | -98.1% | +118.6% | +24.3% |
| 6M | +53.2% | -99.9% | +153.1% | +66.5% |
| YTD | -3.9% | -99.9% | +96.0% | +7.8% |
| 1Y | +18.4% | -100.0% | +118.4% | +46.6% |
| All | +18.4% | -100.0% | +118.4% | +46.6% |
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