-100.0%
VIVK vs A
-16.6%
-83.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -9.5% | -4.6% | -4.9% | -8.3% |
| 30D | -35.1% | -4.3% | -30.9% | -34.3% |
| 3M | -93.4% | +8.9% | -102.3% | -93.5% |
| 6M | -98.0% | +24.5% | -122.5% | -98.1% |
| YTD | -97.9% | +5.8% | -103.7% | -97.9% |
| 1Y | -100.0% | +16.2% | -116.2% | -100.0% |
| 3Y | -100.0% | +28.5% | -128.4% | -100.0% |
| 5Y | -100.0% | -16.3% | -83.7% | -100.0% |
| All | -100.0% | -16.6% | -83.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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