-66.5%
U vs VIVK
-100.0%
+33.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +69.4% |
| 6M | +119.4% | -98.2% | +217.6% | +127.7% |
| YTD | -0.5% | -98.0% | +97.5% | +3.3% |
| 1Y | +1.3% | -100.0% | +101.3% | +9.1% |
| 3Y | +15.6% | -100.0% | +115.6% | +23.2% |
| All | -66.5% | -100.0% | +33.5% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling