+1.3%
U vs VIVK
-100.0%
+101.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.4% | +11.9% | +4.6% |
| 7D | +5.5% | -4.4% | +9.9% | +5.6% |
| 30D | -1.3% | -40.8% | +39.5% | -0.7% |
| 3M | +64.6% | -94.1% | +158.7% | +70.1% |
| 6M | +119.4% | -98.2% | +217.6% | +129.2% |
| YTD | -0.5% | -98.0% | +97.5% | +6.3% |
| 1Y | +1.3% | -100.0% | +101.3% | +8.2% |
| All | +1.3% | -100.0% | +101.3% | +8.2% |
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