-100.0%
VIVK vs MKTX
+5.4%
-105.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | 0.0% | -27.4% | -27.4% |
| 7D | -68.7% | +0.5% | -69.1% | -68.8% |
| 30D | -90.0% | +1.0% | -91.0% | -90.1% |
| 3M | -98.1% | +2.5% | -100.5% | -98.1% |
| 6M | -99.9% | +8.0% | -107.9% | -99.9% |
| YTD | -99.9% | -7.3% | -92.6% | -99.8% |
| 1Y | -100.0% | +4.7% | -104.7% | -100.0% |
| All | -100.0% | +5.4% | -105.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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