-99.9%
VIVK vs FIVE
+868.1%
-968.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.1% | -17.4% | -13.9% |
| 7D | -1.4% | +4.3% | -5.6% | -3.0% |
| 30D | -43.6% | +12.5% | -56.1% | -46.3% |
| 3M | -95.1% | +31.2% | -126.4% | -95.6% |
| 6M | -98.2% | +14.4% | -112.6% | -98.3% |
| YTD | -97.9% | +33.9% | -131.8% | -98.1% |
| 1Y | -100.0% | +65.1% | -165.0% | -100.0% |
| 3Y | -100.0% | +49.0% | -148.9% | -100.0% |
| 5Y | -100.0% | +30.3% | -130.3% | -100.0% |
| 10Y | -100.0% | +481.1% | -581.1% | -100.0% |
| All | -99.9% | +868.1% | -968.0% | -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 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