-100.0%
VIVK vs COMP
-52.8%
-47.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.4% | -9.3% |
| 7D | -38.6% | +8.9% | -47.5% | -39.1% |
| 30D | -87.7% | +14.0% | -101.7% | -87.9% |
| 3M | -98.9% | -21.1% | -77.7% | -98.8% |
| 6M | -100.0% | +20.1% | -120.0% | -100.0% |
| YTD | -100.0% | -5.0% | -94.9% | -100.0% |
| 1Y | -100.0% | +5.7% | -105.7% | -100.0% |
| 3Y | -100.0% | +412.2% | -512.2% | -100.0% |
| 5Y | -100.0% | -12.1% | -87.9% | -100.0% |
| All | -100.0% | -52.8% | -47.2% | -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