-100.0%
VIVK vs ALK
-39.7%
-60.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.4% | -22.4% | -22.7% |
| 7D | -56.0% | +12.9% | -68.9% | -56.3% |
| 30D | -92.3% | +5.5% | -97.8% | -92.3% |
| 3M | -98.6% | -12.1% | -86.5% | -98.6% |
| 6M | -99.9% | +1.7% | -101.7% | -99.9% |
| YTD | -100.0% | -17.4% | -82.5% | -100.0% |
| 1Y | -100.0% | -1.9% | -98.1% | -100.0% |
| 3Y | -100.0% | +21.2% | -121.2% | -100.0% |
| 5Y | -100.0% | -27.8% | -72.2% | -100.0% |
| 10Y | -100.0% | -41.0% | -59.0% | -100.0% |
| All | -100.0% | -39.7% | -60.3% | -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