-100.0%
VIVK vs ALK
-28.9%
-71.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.7% | +7.8% |
| 7D | +13.1% | +0.1% | +12.9% | +13.0% |
| 30D | -29.7% | -18.5% | -11.2% | -29.1% |
| 3M | -93.0% | -3.6% | -89.4% | -93.0% |
| 6M | -98.0% | -3.7% | -94.3% | -98.0% |
| YTD | -97.8% | -19.0% | -78.8% | -97.8% |
| 1Y | -100.0% | -36.0% | -63.9% | -100.0% |
| 3Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 5Y | -100.0% | -27.8% | -72.2% | -100.0% |
| All | -100.0% | -28.9% | -71.1% | -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 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