-100.0%
VIVK vs COMP
+23.8%
-123.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +7.7% | -35.2% | -28.1% |
| 7D | -68.7% | +9.5% | -78.1% | -68.9% |
| 30D | -90.0% | +8.1% | -98.1% | -90.0% |
| 3M | -98.1% | -16.3% | -81.7% | -98.0% |
| 6M | -99.9% | +42.2% | -142.1% | -99.9% |
| YTD | -99.9% | -5.0% | -94.9% | -99.9% |
| 1Y | -100.0% | +20.1% | -120.1% | -100.0% |
| All | -100.0% | +23.8% | -123.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling