+11.9%
U vs VIVK
-100.0%
+111.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.4% |
| 7D | +4.4% | -7.9% | +12.3% | +4.5% |
| 30D | -1.3% | -42.0% | +40.7% | -0.5% |
| 3M | +49.6% | -92.5% | +142.1% | +54.9% |
| 6M | +100.2% | -98.0% | +198.2% | +110.5% |
| YTD | -3.7% | -97.9% | +94.2% | +1.6% |
| 1Y | -6.5% | -100.0% | +93.5% | +5.7% |
| All | +11.9% | -100.0% | +111.9% | +14.7% |
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