-100.0%
VIVK vs NTR
+43.1%
-143.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.8% | -11.8% |
| 7D | -1.4% | +8.1% | -9.5% | -3.4% |
| 30D | -43.6% | +18.8% | -62.4% | -46.2% |
| 3M | -95.1% | +16.2% | -111.3% | -95.3% |
| 6M | -98.2% | +9.8% | -108.0% | -98.4% |
| YTD | -97.9% | +30.9% | -128.8% | -98.7% |
| 1Y | -100.0% | +41.8% | -141.7% | -100.0% |
| All | -100.0% | +43.1% | -143.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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