-100.0%
VIVK vs NTRS
+43.5%
-143.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.1% | -30.6% | -28.9% |
| 7D | -68.7% | +3.6% | -72.2% | -69.1% |
| 30D | -90.0% | +4.3% | -94.3% | -90.2% |
| 3M | -98.1% | -1.9% | -96.1% | -98.0% |
| 6M | -99.9% | +11.4% | -111.4% | -99.9% |
| YTD | -99.9% | +32.3% | -132.2% | -99.9% |
| 1Y | -100.0% | +42.5% | -142.5% | -100.0% |
| All | -100.0% | +43.5% | -143.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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