-100.0%
VIVK vs AR
+43.0%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.4% | -6.4% |
| 7D | -7.9% | -1.2% | -6.7% | -7.8% |
| 30D | -42.0% | +5.5% | -47.5% | -42.3% |
| 3M | -92.5% | +12.9% | -105.4% | -92.6% |
| 6M | -98.0% | +0.1% | -98.1% | -98.0% |
| YTD | -97.9% | +13.5% | -111.4% | -97.9% |
| 1Y | -100.0% | +21.6% | -121.5% | -100.0% |
| 3Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 5Y | -100.0% | +143.7% | -243.7% | -100.0% |
| 10Y | -100.0% | +44.3% | -144.3% | -100.0% |
| All | -100.0% | +43.0% | -143.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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