-99.9%
VIVK vs INDA
+109.8%
-209.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.5% | -6.4% |
| 7D | -7.9% | -2.6% | -5.3% | -8.0% |
| 30D | -42.0% | -2.9% | -39.0% | -42.1% |
| 3M | -92.5% | +2.4% | -94.9% | -92.5% |
| 6M | -98.0% | -2.6% | -95.4% | -98.0% |
| YTD | -97.9% | -10.0% | -88.0% | -97.9% |
| 1Y | -100.0% | -7.7% | -92.3% | -100.0% |
| 3Y | -100.0% | +8.9% | -108.9% | -100.0% |
| 5Y | -100.0% | +6.0% | -106.0% | -100.0% |
| 10Y | -100.0% | +84.4% | -184.4% | -100.0% |
| All | -99.9% | +109.8% | -209.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling