-97.7%
VIVK vs COMP
-19.7%
-78.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +10.7% | +23.4% | +28.0% |
| 7D | -42.9% | +13.4% | -56.4% | -44.9% |
| 30D | -88.6% | +11.1% | -99.7% | -88.3% |
| 3M | -97.7% | -18.8% | -78.8% | -97.5% |
| All | -97.7% | -19.7% | -78.0% | -97.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling