-100.0%
VIVK vs INDA
+7.9%
-107.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.3% | -8.0% |
| 7D | -4.4% | -2.7% | -1.7% | -2.8% |
| 30D | -40.8% | -2.8% | -38.0% | -39.9% |
| 3M | -94.1% | +1.6% | -95.8% | -94.3% |
| 6M | -98.2% | -1.4% | -96.8% | -98.2% |
| YTD | -98.0% | -10.1% | -87.9% | -97.9% |
| 1Y | -100.0% | -8.8% | -91.2% | -100.0% |
| 3Y | -100.0% | +7.6% | -107.6% | -100.0% |
| All | -100.0% | +7.9% | -107.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling