-100.0%
VIVK vs ALLE
+339.1%
-439.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +2.8% | -26.3% | -24.2% |
| 7D | -44.2% | -0.6% | -43.6% | -44.2% |
| 30D | -90.0% | +26.6% | -116.6% | -90.5% |
| 3M | -98.0% | +13.2% | -111.2% | -98.1% |
| 6M | -99.9% | +42.9% | -142.8% | -99.9% |
| YTD | -99.9% | +21.0% | -121.0% | -99.9% |
| 1Y | -100.0% | +15.2% | -115.2% | -100.0% |
| 3Y | -100.0% | +95.6% | -195.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +221.5% | -321.5% | -100.0% |
| All | -100.0% | +339.1% | -439.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling