-100.0%
VIVK vs FIVE
+848.8%
-948.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.1% | -9.1% |
| 7D | -38.6% | +2.4% | -41.1% | -39.4% |
| 30D | -87.7% | +15.8% | -103.6% | -88.3% |
| 3M | -98.9% | +3.8% | -102.6% | -98.9% |
| 6M | -100.0% | +18.5% | -118.5% | -100.0% |
| YTD | -100.0% | +31.2% | -131.2% | -100.0% |
| 1Y | -100.0% | +61.8% | -161.8% | -100.0% |
| 3Y | -100.0% | +39.9% | -139.9% | -100.0% |
| 5Y | -100.0% | +18.3% | -118.3% | -100.0% |
| 10Y | -100.0% | +510.0% | -610.0% | -100.0% |
| All | -100.0% | +848.8% | -948.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling