-100.0%
VIVK vs M
+195.0%
-295.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.5% | -9.0% | -7.6% |
| 7D | -57.7% | +7.0% | -64.7% | -58.0% |
| 30D | -87.3% | +8.9% | -96.2% | -87.4% |
| 3M | -98.9% | +4.5% | -103.4% | -98.9% |
| 6M | -100.0% | +36.2% | -136.2% | -100.0% |
| YTD | -100.0% | +15.1% | -115.1% | -100.0% |
| 1Y | -100.0% | +27.4% | -127.4% | -100.0% |
| 3Y | -100.0% | +160.1% | -260.1% | -100.0% |
| 5Y | -100.0% | -1.6% | -98.4% | -100.0% |
| 10Y | -100.0% | -7.7% | -92.3% | -100.0% |
| All | -100.0% | +195.0% | -295.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling