-100.0%
VIVK vs CAPR
-78.4%
-21.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.4% |
| 7D | -4.4% | -11.0% | +6.6% | -4.5% |
| 30D | -40.8% | +99.8% | -140.6% | -40.1% |
| 3M | -94.1% | -66.6% | -27.6% | -94.2% |
| 6M | -98.2% | -75.1% | -23.1% | -98.2% |
| YTD | -98.0% | -71.0% | -27.0% | -98.0% |
| 1Y | -100.0% | +30.0% | -129.9% | -100.0% |
| 3Y | -100.0% | +29.0% | -128.9% | -100.0% |
| 5Y | -100.0% | +70.8% | -170.8% | -100.0% |
| All | -100.0% | -78.4% | -21.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling