-100.0%
VIVK vs ACWI
+58.8%
-158.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +2.6% | -26.2% | -25.0% |
| 7D | -44.2% | +0.3% | -44.5% | -44.3% |
| 30D | -90.0% | -2.8% | -87.2% | -89.8% |
| 3M | -98.0% | -3.2% | -94.8% | -97.9% |
| 6M | -99.9% | +1.3% | -101.2% | -99.9% |
| YTD | -99.9% | +11.2% | -111.2% | -99.9% |
| 1Y | -100.0% | +13.8% | -113.8% | -100.0% |
| 3Y | -100.0% | +76.2% | -176.2% | -100.0% |
| 5Y | -100.0% | +59.5% | -159.5% | -100.0% |
| All | -100.0% | +58.8% | -158.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling