-100.0%
VIVK vs M
+22.2%
-122.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.2% | -2.2% | -5.8% |
| 7D | -7.9% | -4.1% | -3.8% | -7.4% |
| 30D | -42.0% | -13.6% | -28.3% | -40.8% |
| 3M | -92.5% | -2.3% | -90.2% | -92.5% |
| 6M | -98.0% | +21.9% | -119.9% | -98.1% |
| YTD | -97.9% | -0.6% | -97.3% | -97.9% |
| 1Y | -100.0% | +29.7% | -129.7% | -100.0% |
| 3Y | -100.0% | +107.3% | -207.3% | -100.0% |
| 5Y | -100.0% | +20.5% | -120.5% | -100.0% |
| All | -100.0% | +22.2% | -122.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling