-100.0%
VIVK vs ACWI
+228.5%
-328.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.1% | +7.9% |
| 7D | +13.1% | +1.1% | +12.0% | +12.5% |
| 30D | -29.7% | -0.2% | -29.5% | -29.6% |
| 3M | -93.0% | +4.7% | -97.7% | -93.2% |
| 6M | -98.0% | +14.5% | -112.4% | -98.1% |
| YTD | -97.8% | +14.6% | -112.4% | -97.9% |
| 1Y | -100.0% | +21.4% | -121.4% | -100.0% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +68.1% | -168.1% | -100.0% |
| All | -100.0% | +228.5% | -328.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling