-100.0%
VIVK vs COMP
-17.6%
-82.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +10.7% | +23.4% | +32.8% |
| 7D | -42.9% | +13.4% | -56.4% | -43.8% |
| 30D | -88.6% | +11.1% | -99.7% | -88.7% |
| 3M | -97.7% | -18.8% | -78.8% | -97.6% |
| 6M | -99.9% | +10.5% | -110.4% | -99.9% |
| YTD | -99.9% | -3.4% | -96.5% | -99.9% |
| 1Y | -100.0% | +19.7% | -119.7% | -100.0% |
| 3Y | -100.0% | +381.6% | -481.6% | -100.0% |
| All | -100.0% | -17.6% | -82.4% | -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