-100.0%
VIVK vs ALC
-17.4%
-82.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -6.1% |
| 7D | -7.9% | -5.3% | -2.6% | -6.8% |
| 30D | -42.0% | -7.1% | -34.9% | -41.1% |
| 3M | -92.5% | +0.8% | -93.3% | -92.6% |
| 6M | -98.0% | -16.0% | -82.0% | -97.9% |
| YTD | -97.9% | -12.7% | -85.2% | -97.8% |
| 1Y | -100.0% | -12.8% | -87.1% | -100.0% |
| 3Y | -100.0% | -15.8% | -84.1% | -100.0% |
| 5Y | -100.0% | -16.7% | -83.3% | -100.0% |
| All | -100.0% | -17.4% | -82.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling