-100.0%
VIVK vs M
+120.4%
-220.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.6% | +10.3% | +7.8% |
| 7D | +13.1% | +2.4% | +10.7% | +12.9% |
| 30D | -29.7% | -11.6% | -18.1% | -29.3% |
| 3M | -93.0% | +1.6% | -94.6% | -93.0% |
| 6M | -98.0% | +25.2% | -123.2% | -98.0% |
| YTD | -97.8% | +3.8% | -101.5% | -97.8% |
| 1Y | -100.0% | +36.3% | -136.3% | -100.0% |
| 3Y | -100.0% | +116.3% | -216.3% | -100.0% |
| All | -100.0% | +120.4% | -220.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling