-100.0%
VIVK vs NTRS
+412.7%
-512.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.5% |
| 7D | -4.4% | +1.4% | -5.7% | -4.5% |
| 30D | -40.8% | -0.7% | -40.2% | -40.8% |
| 3M | -94.1% | +11.3% | -105.5% | -94.2% |
| 6M | -98.2% | +35.5% | -133.7% | -98.2% |
| YTD | -98.0% | +40.6% | -138.6% | -98.1% |
| 1Y | -100.0% | +49.2% | -149.2% | -100.0% |
| 3Y | -100.0% | +167.2% | -267.2% | -100.0% |
| 5Y | -100.0% | +94.9% | -194.9% | -100.0% |
| 10Y | -100.0% | +259.5% | -359.5% | -100.0% |
| All | -100.0% | +412.7% | -512.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling