-100.0%
VIVK vs IT
+103.1%
-203.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.3% | -12.6% | -8.2% |
| 7D | -4.4% | -3.7% | -0.7% | -4.0% |
| 30D | -40.8% | +0.1% | -40.9% | -40.9% |
| 3M | -94.1% | +20.7% | -114.8% | -94.4% |
| 6M | -98.2% | +12.0% | -110.2% | -98.2% |
| YTD | -98.0% | -28.8% | -69.2% | -98.0% |
| 1Y | -100.0% | -25.5% | -74.4% | -100.0% |
| 3Y | -100.0% | -48.8% | -51.2% | -100.0% |
| 5Y | -100.0% | -42.7% | -57.3% | -100.0% |
| All | -100.0% | +103.1% | -203.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling