-100.0%
VIVK vs MKTX
+1,737.5%
-1,837.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -35.1% | +0.8% | -35.9% | -35.0% |
| 3M | -93.4% | +41.1% | -134.5% | -93.0% |
| 6M | -98.0% | -9.5% | -88.4% | -98.0% |
| YTD | -97.9% | -8.7% | -89.2% | -97.9% |
| 1Y | -100.0% | -10.0% | -90.0% | -100.0% |
| 3Y | -100.0% | -24.6% | -75.4% | -100.0% |
| 5Y | -100.0% | -60.3% | -39.7% | -100.0% |
| 10Y | -100.0% | +5.0% | -105.0% | -100.0% |
| All | -100.0% | +1,737.5% | -1,837.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling