-100.0%
VIVK vs IT
-46.1%
-53.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -9.5% | -12.7% | +3.2% | -6.9% |
| 30D | -35.1% | -8.9% | -26.2% | -34.0% |
| 3M | -93.4% | +10.1% | -103.5% | -93.5% |
| 6M | -98.0% | +7.3% | -105.2% | -98.0% |
| YTD | -97.9% | -32.4% | -65.5% | -97.8% |
| 1Y | -100.0% | -26.6% | -73.3% | -100.0% |
| 3Y | -100.0% | -51.8% | -48.2% | -100.0% |
| 5Y | -100.0% | -45.6% | -54.4% | -100.0% |
| All | -100.0% | -46.1% | -53.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling