-100.0%
VIVK vs BR
+1,044.6%
-1,144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -9.5% | -6.0% | -3.5% | -9.3% |
| 30D | -35.1% | -0.9% | -34.3% | -35.1% |
| 3M | -93.4% | +16.4% | -109.7% | -93.4% |
| 6M | -98.0% | -8.2% | -89.8% | -98.0% |
| YTD | -97.9% | -23.2% | -74.6% | -97.9% |
| 1Y | -100.0% | -30.9% | -69.0% | -100.0% |
| 3Y | -100.0% | -5.0% | -95.0% | -100.0% |
| 5Y | -100.0% | +8.8% | -108.8% | -100.0% |
| 10Y | -100.0% | +190.1% | -290.1% | -100.0% |
| All | -100.0% | +1,044.6% | -1,144.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling