-100.0%
VIVK vs ALM
+2,100.8%
-2,200.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +7.7% | -15.2% | -7.7% |
| 7D | -57.7% | +1.2% | -58.9% | -57.7% |
| 30D | -87.3% | -19.3% | -67.9% | -87.2% |
| 3M | -98.9% | -40.6% | -58.3% | -98.9% |
| 6M | -100.0% | -57.9% | -42.0% | -100.0% |
| YTD | -100.0% | -6.7% | -93.3% | -100.0% |
| 1Y | -100.0% | +20.2% | -120.2% | -100.0% |
| 3Y | -100.0% | +879.4% | -979.4% | -100.0% |
| 5Y | -100.0% | +415.3% | -515.3% | -100.0% |
| All | -100.0% | +2,100.8% | -2,200.8% | -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