-100.0%
VIVK vs ARWR
+1,081.9%
-1,181.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | -4.4% | -4.0% | -0.3% | -4.3% |
| 30D | -40.8% | -5.0% | -35.8% | -40.7% |
| 3M | -94.1% | +11.3% | -105.5% | -94.2% |
| 6M | -98.2% | +42.6% | -140.8% | -98.2% |
| YTD | -98.0% | +24.8% | -122.8% | -98.0% |
| 1Y | -100.0% | +178.8% | -278.7% | -100.0% |
| 3Y | -100.0% | +183.3% | -283.3% | -100.0% |
| 5Y | -100.0% | +29.5% | -129.5% | -100.0% |
| All | -100.0% | +1,081.9% | -1,181.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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