-100.0%
VIVK vs IT
+914.3%
-1,014.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.7% | -6.0% |
| 7D | -7.9% | -9.1% | +1.2% | -6.1% |
| 30D | -42.0% | -12.2% | -29.8% | -40.5% |
| 3M | -92.5% | +7.8% | -100.3% | -92.7% |
| 6M | -98.0% | +2.0% | -100.0% | -98.0% |
| YTD | -97.9% | -32.7% | -65.2% | -97.8% |
| 1Y | -100.0% | -31.1% | -68.9% | -100.0% |
| 3Y | -100.0% | -52.1% | -47.9% | -100.0% |
| 5Y | -100.0% | -46.3% | -53.7% | -100.0% |
| 10Y | -100.0% | +91.4% | -191.3% | -100.0% |
| All | -100.0% | +914.3% | -1,014.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling