-100.0%
VIVK vs ALC
+16.1%
-116.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.3% |
| 7D | -4.4% | -6.3% | +2.0% | -3.3% |
| 30D | -40.8% | -10.3% | -30.6% | -39.7% |
| 3M | -94.1% | -0.7% | -93.4% | -94.2% |
| 6M | -98.2% | -17.8% | -80.3% | -98.1% |
| YTD | -98.0% | -15.8% | -82.2% | -98.0% |
| 1Y | -100.0% | -16.7% | -83.2% | -100.0% |
| 3Y | -100.0% | -19.7% | -80.2% | -100.0% |
| 5Y | -100.0% | -19.8% | -80.2% | -100.0% |
| All | -100.0% | +16.1% | -116.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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