-100.0%
VIVK vs CAPR
-63.2%
-36.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.7% | -0.8% | -9.7% |
| 7D | -38.6% | +19.1% | -57.7% | -38.5% |
| 30D | -87.7% | +48.8% | -136.6% | -87.7% |
| 3M | -98.9% | +144.4% | -243.3% | -98.8% |
| 6M | -100.0% | -67.5% | -32.4% | -100.0% |
| YTD | -100.0% | -64.5% | -35.4% | -100.0% |
| 1Y | -100.0% | +74.4% | -174.4% | -100.0% |
| 3Y | -100.0% | +265.7% | -365.7% | -100.0% |
| 5Y | -100.0% | +196.0% | -296.0% | -100.0% |
| All | -100.0% | -63.2% | -36.8% | -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