-100.0%
VIVK vs COMP
-10.9%
-89.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.7% | -9.2% | -7.7% |
| 7D | -57.7% | 0.0% | -57.7% | -57.7% |
| 30D | -87.3% | +16.6% | -103.8% | -87.5% |
| 3M | -98.9% | -23.5% | -75.4% | -98.9% |
| 6M | -100.0% | +25.7% | -125.7% | -100.0% |
| YTD | -100.0% | -3.4% | -96.6% | -100.0% |
| 1Y | -100.0% | +7.6% | -107.6% | -100.0% |
| 3Y | -100.0% | +423.6% | -523.6% | -100.0% |
| All | -100.0% | -10.9% | -89.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling