-100.0%
VIVK vs ALM
+2,776.7%
-2,876.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +2.5% |
| 7D | -9.5% | -7.1% | -2.3% | -9.4% |
| 30D | -35.1% | +24.7% | -59.8% | -35.2% |
| 3M | -93.4% | +8.3% | -101.7% | -93.3% |
| 6M | -98.0% | -22.2% | -75.8% | -98.0% |
| YTD | -97.9% | +88.1% | -185.9% | -97.8% |
| 1Y | -100.0% | +272.4% | -372.3% | -100.0% |
| 3Y | -100.0% | +2,004.1% | -2,104.1% | -100.0% |
| 5Y | -100.0% | +915.8% | -1,015.8% | -100.0% |
| All | -100.0% | +2,776.7% | -2,876.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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