-100.0%
VIVK vs ACGL
+158.6%
-258.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +8.0% |
| 7D | +13.1% | -2.9% | +16.0% | +13.6% |
| 30D | -29.7% | -2.8% | -26.9% | -29.4% |
| 3M | -93.0% | +6.8% | -99.8% | -93.0% |
| 6M | -98.0% | -1.5% | -96.4% | -98.0% |
| YTD | -97.8% | -0.2% | -97.5% | -97.8% |
| 1Y | -100.0% | +5.3% | -105.3% | -100.0% |
| 3Y | -100.0% | +30.3% | -130.3% | -100.0% |
| 5Y | -100.0% | +151.8% | -251.8% | -100.0% |
| All | -100.0% | +158.6% | -258.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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