-100.0%
VIVK vs ACWI
+470.0%
-570.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.5% | -22.3% | -22.6% |
| 7D | -56.0% | -0.2% | -55.8% | -55.9% |
| 30D | -92.3% | -3.3% | -89.0% | -92.2% |
| 3M | -98.6% | -3.4% | -95.2% | -98.6% |
| 6M | -99.9% | +0.8% | -100.8% | -99.9% |
| YTD | -100.0% | +10.7% | -110.7% | -100.0% |
| 1Y | -100.0% | +11.6% | -111.6% | -100.0% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +60.2% | -160.2% | -100.0% |
| 10Y | -100.0% | +221.6% | -321.6% | -100.0% |
| All | -100.0% | +470.0% | -570.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling