-100.0%
VIVK vs BOXX
+18.5%
-118.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.7% |
| 7D | -4.4% | +0.1% | -4.4% | -4.7% |
| 30D | -40.8% | +0.3% | -41.1% | -42.5% |
| 3M | -94.1% | +1.0% | -95.2% | -94.7% |
| 6M | -98.2% | +1.9% | -100.1% | -98.5% |
| YTD | -98.0% | +2.7% | -100.7% | -98.4% |
| 1Y | -100.0% | +4.0% | -104.0% | -100.0% |
| 3Y | -100.0% | +14.7% | -114.6% | -100.0% |
| All | -100.0% | +18.5% | -118.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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