-98.0%
VIVK vs NWSA
+22.1%
-120.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.0% |
| 7D | -7.9% | -3.4% | -4.5% | -6.3% |
| 30D | -42.0% | +3.9% | -45.9% | -42.9% |
| 3M | -92.5% | +8.9% | -101.4% | -92.8% |
| 6M | -98.0% | +21.2% | -119.2% | -98.6% |
| All | -98.0% | +22.1% | -120.1% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 6mo: compounded portfolio wealth divided by compounded NWSA 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…
6mo analysis · Full analysis span regression · 6 months rolling