-100.0%
VIVK vs BEN
+111.3%
-211.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -6.0% |
| 7D | -7.9% | +3.4% | -11.3% | -8.6% |
| 30D | -42.0% | +1.8% | -43.7% | -42.2% |
| 3M | -92.5% | +8.4% | -100.9% | -92.6% |
| 6M | -98.0% | +35.6% | -133.6% | -98.2% |
| YTD | -97.9% | +46.4% | -144.3% | -98.1% |
| 1Y | -100.0% | +46.3% | -146.3% | -100.0% |
| 3Y | -100.0% | +54.6% | -154.6% | -100.0% |
| 5Y | -100.0% | +39.4% | -139.4% | -100.0% |
| 10Y | -100.0% | +57.6% | -157.6% | -100.0% |
| All | -100.0% | +111.3% | -211.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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