-100.0%
VIVK vs DTE
+5.6%
-105.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +2.4% | -29.9% | -27.9% |
| 7D | -68.7% | +4.2% | -72.9% | -69.2% |
| 30D | -90.0% | +10.0% | -100.0% | -90.3% |
| 3M | -98.1% | -2.1% | -96.0% | -98.0% |
| 6M | -99.9% | -4.7% | -95.3% | -99.9% |
| YTD | -99.9% | +9.3% | -109.2% | -99.9% |
| 1Y | -100.0% | +6.6% | -106.6% | -100.0% |
| All | -100.0% | +5.6% | -105.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling