-100.0%
VIVK vs COO
+17.0%
-117.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.4% | -22.5% | +18.2% | -1.9% |
| 30D | -40.8% | -29.7% | -11.1% | -38.6% |
| 3M | -94.1% | -20.1% | -74.0% | -94.0% |
| 6M | -98.2% | -26.9% | -71.3% | -98.1% |
| YTD | -98.0% | -34.2% | -63.8% | -97.9% |
| 1Y | -100.0% | -21.3% | -78.7% | -100.0% |
| 3Y | -100.0% | -38.7% | -61.3% | -100.0% |
| 5Y | -100.0% | -52.2% | -47.8% | -100.0% |
| All | -100.0% | +17.0% | -117.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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