-100.0%
VIVK vs COO
-44.2%
-55.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.2% | -0.1% | -6.5% |
| 7D | -7.9% | -9.0% | +1.1% | -8.1% |
| 30D | -42.0% | -16.8% | -25.1% | -42.2% |
| 3M | -92.5% | -7.5% | -85.0% | -92.5% |
| 6M | -98.0% | -16.3% | -81.7% | -98.0% |
| YTD | -97.9% | -22.5% | -75.4% | -97.9% |
| 1Y | -100.0% | -7.0% | -93.0% | -100.0% |
| 3Y | -100.0% | -27.5% | -72.5% | -100.0% |
| 5Y | -100.0% | -43.3% | -56.7% | -100.0% |
| All | -100.0% | -44.2% | -55.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling