-100.0%
VIVK vs FIVE
+59.0%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +6.9% | +7.6% |
| 7D | +13.1% | +3.7% | +9.4% | +12.8% |
| 30D | -29.7% | +4.0% | -33.6% | -29.9% |
| 3M | -93.0% | +36.2% | -129.2% | -93.2% |
| 6M | -98.0% | +18.0% | -116.0% | -98.0% |
| YTD | -97.8% | +34.9% | -132.6% | -97.8% |
| 1Y | -100.0% | +67.9% | -167.9% | -100.0% |
| 3Y | -100.0% | +57.3% | -157.3% | -100.0% |
| All | -100.0% | +59.0% | -159.0% | -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