-100.0%
VIVK vs DTE
+43.4%
-143.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.3% | -6.1% | -6.8% |
| 7D | -4.4% | -2.6% | -1.8% | -3.1% |
| 30D | -40.8% | -4.4% | -36.4% | -39.5% |
| 3M | -94.1% | -8.3% | -85.8% | -93.9% |
| 6M | -98.2% | -8.1% | -90.1% | -98.1% |
| YTD | -98.0% | +4.4% | -102.4% | -98.1% |
| 1Y | -100.0% | +0.2% | -100.1% | -100.0% |
| 3Y | -100.0% | +42.6% | -142.6% | -100.0% |
| All | -100.0% | +43.4% | -143.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling