-100.0%
VIVK vs CAPR
+76.3%
-176.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.6% | -1.7% | -6.5% |
| 7D | -7.9% | -12.6% | +4.7% | -8.2% |
| 30D | -42.0% | +124.4% | -166.4% | -40.2% |
| 3M | -92.5% | -66.8% | -25.7% | -92.7% |
| 6M | -98.0% | -71.8% | -26.2% | -98.1% |
| YTD | -97.9% | -70.1% | -27.8% | -98.0% |
| 1Y | -100.0% | +33.3% | -133.3% | -100.0% |
| 3Y | -100.0% | +36.7% | -136.7% | -100.0% |
| 5Y | -100.0% | +72.5% | -172.5% | -100.0% |
| All | -100.0% | +76.3% | -176.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling