-100.0%
VIVK vs CAPR
+219.7%
-319.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +26.5% | -40.8% | -13.6% |
| 7D | -48.0% | +25.8% | -73.8% | -47.6% |
| 30D | -88.4% | +50.2% | -138.6% | -88.3% |
| 3M | -98.7% | +185.5% | -284.2% | -98.7% |
| 6M | -100.0% | -64.8% | -35.1% | -100.0% |
| YTD | -100.0% | -61.1% | -38.8% | -100.0% |
| 1Y | -100.0% | +81.0% | -181.0% | -100.0% |
| 3Y | -100.0% | +300.7% | -400.7% | -100.0% |
| 5Y | -100.0% | +223.3% | -323.3% | -100.0% |
| All | -100.0% | +219.7% | -319.7% | -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