-100.0%
VIVK vs INDA
-5.0%
-95.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -1.4% | +0.7% | -2.1% | -2.1% |
| 30D | -43.6% | -0.8% | -42.8% | -43.2% |
| 3M | -95.1% | +3.9% | -99.1% | -95.5% |
| 6M | -98.2% | -0.7% | -97.5% | -98.2% |
| YTD | -97.9% | -7.7% | -90.3% | -97.3% |
| 1Y | -100.0% | -5.1% | -94.9% | -100.0% |
| All | -100.0% | -5.0% | -95.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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