-100.0%
VIVK vs ALK
-29.1%
-70.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +7.1% | -30.6% | -23.8% |
| 7D | -44.2% | +8.9% | -53.1% | -44.5% |
| 30D | -90.0% | +5.9% | -96.0% | -90.0% |
| 3M | -98.0% | -16.5% | -81.5% | -98.0% |
| 6M | -99.9% | +2.1% | -102.0% | -99.9% |
| YTD | -99.9% | -17.1% | -82.8% | -99.9% |
| 1Y | -100.0% | -2.9% | -97.1% | -100.0% |
| 3Y | -100.0% | +24.5% | -124.5% | -100.0% |
| 5Y | -100.0% | -29.1% | -70.9% | -100.0% |
| All | -100.0% | -29.1% | -70.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling