-100.0%
VIVK vs ALK
-45.9%
-54.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.0% | -7.4% |
| 7D | -57.7% | -1.2% | -56.5% | -57.7% |
| 30D | -87.3% | +7.7% | -95.0% | -87.4% |
| 3M | -98.9% | -19.0% | -79.9% | -98.9% |
| 6M | -100.0% | -0.2% | -99.7% | -100.0% |
| YTD | -100.0% | -23.5% | -76.5% | -100.0% |
| 1Y | -100.0% | -9.1% | -90.9% | -100.0% |
| 3Y | -100.0% | +12.0% | -112.0% | -100.0% |
| 5Y | -100.0% | -30.9% | -69.1% | -100.0% |
| All | -100.0% | -45.9% | -54.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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