-100.0%
VIVK vs NVD
-99.2%
-0.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -6.4% |
| 7D | -7.9% | +0.5% | -8.4% | -7.9% |
| 30D | -42.0% | -9.3% | -32.7% | -41.9% |
| 3M | -92.5% | -22.1% | -70.4% | -92.5% |
| 6M | -98.0% | -45.8% | -52.2% | -98.0% |
| YTD | -97.9% | -46.7% | -51.2% | -97.9% |
| 1Y | -100.0% | -59.5% | -40.5% | -100.0% |
| 3Y | -100.0% | -99.2% | -0.8% | -100.0% |
| All | -100.0% | -99.2% | -0.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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