-100.0%
VIVK vs M
-10.0%
-90.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.1% | +2.6% |
| 7D | -9.5% | -8.8% | -0.7% | -9.1% |
| 30D | -35.1% | -16.4% | -18.7% | -34.5% |
| 3M | -93.4% | -10.8% | -82.5% | -93.3% |
| 6M | -98.0% | +16.1% | -114.1% | -98.0% |
| YTD | -97.9% | -5.3% | -92.6% | -97.9% |
| 1Y | -100.0% | +24.9% | -124.8% | -100.0% |
| 3Y | -100.0% | +97.5% | -197.5% | -100.0% |
| 5Y | -100.0% | +20.4% | -120.4% | -100.0% |
| All | -100.0% | -10.0% | -90.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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