-100.0%
VIVK vs A
+982.8%
-1,082.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.0% | -7.6% |
| 7D | -57.7% | -0.5% | -57.2% | -57.7% |
| 30D | -87.3% | 0.0% | -87.2% | -87.2% |
| 3M | -98.9% | +16.7% | -115.6% | -98.9% |
| 6M | -100.0% | +54.8% | -154.8% | -100.0% |
| YTD | -100.0% | +28.8% | -128.8% | -100.0% |
| 1Y | -100.0% | +19.3% | -119.3% | -100.0% |
| 3Y | -100.0% | +65.5% | -165.5% | -100.0% |
| 5Y | -100.0% | +12.1% | -112.1% | -100.0% |
| 10Y | -100.0% | +305.4% | -405.4% | -100.0% |
| All | -100.0% | +982.8% | -1,082.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling