-100.0%
VIVK vs CAPR
-99.0%
-1.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.9% | -0.6% | -7.6% |
| 7D | -57.7% | +5.9% | -63.6% | -57.6% |
| 30D | -87.3% | +44.6% | -131.9% | -87.2% |
| 3M | -98.9% | +126.4% | -225.3% | -98.9% |
| 6M | -100.0% | -68.6% | -31.4% | -100.0% |
| YTD | -100.0% | -67.0% | -33.0% | -100.0% |
| 1Y | -100.0% | +65.2% | -165.2% | -100.0% |
| 3Y | -100.0% | +235.6% | -335.6% | -100.0% |
| 5Y | -100.0% | +175.4% | -275.4% | -100.0% |
| 10Y | -100.0% | -65.0% | -35.0% | -100.0% |
| All | -100.0% | -99.0% | -1.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling