-100.0%
VIVK vs ALK
-37.3%
-62.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -9.5% | -3.1% | -6.4% | -9.4% |
| 30D | -35.1% | -17.1% | -18.0% | -34.5% |
| 3M | -93.4% | -3.8% | -89.6% | -93.4% |
| 6M | -98.0% | -5.3% | -92.7% | -98.0% |
| YTD | -97.9% | -20.3% | -77.6% | -97.8% |
| 1Y | -100.0% | -36.0% | -64.0% | -100.0% |
| 3Y | -100.0% | +0.8% | -100.7% | -100.0% |
| 5Y | -100.0% | -28.5% | -71.5% | -100.0% |
| All | -100.0% | -37.3% | -62.7% | -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