-100.0%
VIVK vs FIVE
+43.9%
-143.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.1% | -22.7% | -22.8% |
| 7D | -56.0% | +7.3% | -63.3% | -56.0% |
| 30D | -92.3% | +18.1% | -110.3% | -92.3% |
| 3M | -98.6% | +7.7% | -106.3% | -98.6% |
| 6M | -99.9% | +13.6% | -113.6% | -99.9% |
| YTD | -100.0% | +34.6% | -134.5% | -100.0% |
| 1Y | -100.0% | +66.2% | -166.2% | -100.0% |
| 3Y | -100.0% | +43.5% | -143.5% | -100.0% |
| All | -100.0% | +43.9% | -143.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling