-100.0%
VIVK vs AS
+131.9%
-231.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -2.4% | -11.9% | -14.6% |
| 7D | -48.0% | -3.0% | -45.0% | -48.2% |
| 30D | -88.4% | +9.6% | -98.0% | -88.3% |
| 3M | -98.7% | -8.2% | -90.5% | -98.7% |
| 6M | -100.0% | -9.9% | -90.0% | -100.0% |
| YTD | -100.0% | -16.8% | -83.2% | -100.0% |
| 1Y | -100.0% | +3.0% | -103.0% | -100.0% |
| All | -100.0% | +131.9% | -231.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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