-100.0%
VIVK vs CAPR
+42.0%
-142.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.6% | +11.3% | +7.5% |
| 7D | +13.1% | -9.5% | +22.5% | +12.7% |
| 30D | -29.7% | +121.5% | -151.2% | -27.0% |
| 3M | -93.0% | -65.4% | -27.6% | -93.2% |
| 6M | -98.0% | -67.5% | -30.4% | -98.0% |
| YTD | -97.8% | -68.6% | -29.2% | -97.8% |
| 1Y | -100.0% | +42.7% | -142.6% | -100.0% |
| 3Y | -100.0% | +43.4% | -143.3% | -100.0% |
| All | -100.0% | +42.0% | -142.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling