-100.0%
VIVK vs BR
-14.2%
-85.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.0% | -30.5% | -27.9% |
| 7D | -68.7% | +7.0% | -75.6% | -69.2% |
| 30D | -90.0% | +19.0% | -109.0% | -90.4% |
| 3M | -98.1% | +13.1% | -111.1% | -98.1% |
| 6M | -99.9% | +24.6% | -124.5% | -99.9% |
| YTD | -99.9% | -13.6% | -86.3% | -99.9% |
| 1Y | -100.0% | -13.1% | -86.9% | -100.0% |
| All | -100.0% | -14.2% | -85.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling