-37.5%
U vs VIVK
-100.0%
+62.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.0% | +2.5% |
| 7D | +4.5% | +13.1% | -8.6% | +4.3% |
| 30D | -0.6% | -29.7% | +29.1% | -0.2% |
| 3M | +48.4% | -93.0% | +141.4% | +52.2% |
| 6M | +115.4% | -98.0% | +213.3% | +122.8% |
| YTD | -3.2% | -97.8% | +94.5% | +0.1% |
| 1Y | -6.0% | -100.0% | +93.9% | +0.7% |
| 3Y | +13.5% | -100.0% | +113.4% | +20.3% |
| 5Y | -68.0% | -100.0% | +32.0% | -65.3% |
| All | -37.5% | -100.0% | +62.5% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling