-100.0%
VIVK vs NTR
+98.7%
-198.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.1% |
| 7D | -9.5% | -2.5% | -7.0% | -8.7% |
| 30D | -35.1% | +17.0% | -52.1% | -38.0% |
| 3M | -93.4% | +22.2% | -115.5% | -93.8% |
| 6M | -98.0% | +5.2% | -103.2% | -98.1% |
| YTD | -97.9% | +29.7% | -127.5% | -98.1% |
| 1Y | -100.0% | +39.4% | -139.4% | -100.0% |
| 3Y | -100.0% | +38.2% | -138.2% | -100.0% |
| 5Y | -100.0% | +47.6% | -147.6% | -100.0% |
| All | -100.0% | +98.7% | -198.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling