-100.0%
VIVK vs COMP
-49.2%
-50.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +5.7% | -29.2% | -24.2% |
| 7D | -44.2% | +14.5% | -58.8% | -45.1% |
| 30D | -90.0% | +14.9% | -104.9% | -90.1% |
| 3M | -98.0% | -14.2% | -83.8% | -98.0% |
| 6M | -99.9% | +23.7% | -123.7% | -99.9% |
| YTD | -99.9% | +2.1% | -102.0% | -99.9% |
| 1Y | -100.0% | +26.2% | -126.2% | -100.0% |
| 3Y | -100.0% | +470.9% | -570.9% | -100.0% |
| 5Y | -100.0% | -14.0% | -86.0% | -100.0% |
| All | -100.0% | -49.2% | -50.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling