-100.0%
VIVK vs AU
+223.1%
-323.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.6% |
| 7D | -9.5% | -7.0% | -2.5% | -9.2% |
| 30D | -35.1% | +7.3% | -42.4% | -35.4% |
| 3M | -93.4% | +33.2% | -126.6% | -93.5% |
| 6M | -98.0% | -0.6% | -97.4% | -98.0% |
| YTD | -97.9% | +26.2% | -124.0% | -97.9% |
| 1Y | -100.0% | +68.3% | -168.2% | -100.0% |
| 3Y | -100.0% | +592.1% | -692.1% | -100.0% |
| 5Y | -100.0% | +685.3% | -785.2% | -100.0% |
| 10Y | -100.0% | +682.5% | -782.5% | -100.0% |
| All | -100.0% | +223.1% | -323.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling