-100.0%
VIVK vs M
+25.2%
-125.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.1% | +1.7% |
| 7D | -9.5% | -8.8% | -0.7% | -10.6% |
| 30D | -35.1% | -16.4% | -18.7% | -36.9% |
| 3M | -93.4% | -10.8% | -82.5% | -93.4% |
| 6M | -98.0% | +16.1% | -114.1% | -97.9% |
| YTD | -97.9% | -5.3% | -92.6% | -97.8% |
| 1Y | -100.0% | +24.9% | -124.8% | -100.0% |
| All | -100.0% | +25.2% | -125.1% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling