-100.0%
VIVK vs FIVE
+66.7%
-166.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.1% | -17.4% | -13.8% |
| 7D | -1.4% | +4.3% | -5.6% | -2.9% |
| 30D | -43.6% | +12.5% | -56.1% | -46.9% |
| 3M | -95.1% | +31.2% | -126.4% | -95.9% |
| 6M | -98.2% | +14.4% | -112.6% | -98.3% |
| YTD | -97.9% | +33.9% | -131.8% | -98.3% |
| 1Y | -100.0% | +65.1% | -165.0% | -100.0% |
| All | -100.0% | +66.7% | -166.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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