-100.0%
VIVK vs COMP
-49.4%
-50.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.0% | +8.0% |
| 7D | +13.1% | +4.1% | +9.0% | +12.6% |
| 30D | -29.7% | -14.5% | -15.1% | -28.6% |
| 3M | -93.0% | +41.8% | -134.8% | -93.4% |
| 6M | -98.0% | +23.6% | -121.5% | -98.1% |
| YTD | -97.8% | +1.7% | -99.5% | -97.8% |
| 1Y | -100.0% | +12.6% | -112.5% | -100.0% |
| 3Y | -100.0% | +221.9% | -321.8% | -100.0% |
| 5Y | -100.0% | -28.1% | -71.9% | -100.0% |
| All | -100.0% | -49.4% | -50.6% | -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