-100.0%
VIVK vs ALLE
+148.2%
-248.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.3% | +7.8% |
| 7D | +13.1% | +2.8% | +10.3% | +12.3% |
| 30D | -29.7% | -7.6% | -22.0% | -28.2% |
| 3M | -93.0% | +22.8% | -115.7% | -93.4% |
| 6M | -98.0% | +4.6% | -102.6% | -98.0% |
| YTD | -97.8% | -1.2% | -96.5% | -97.8% |
| 1Y | -100.0% | -9.1% | -90.8% | -100.0% |
| 3Y | -100.0% | +50.0% | -150.0% | -100.0% |
| 5Y | -100.0% | +15.2% | -115.2% | -100.0% |
| 10Y | -100.0% | +151.1% | -251.1% | -100.0% |
| All | -100.0% | +148.2% | -248.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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