-100.0%
VIVK vs NYT
+963.2%
-1,063.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -7.9% | -7.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | -40.8% | +4.6% | -45.4% | -41.2% |
| 3M | -94.1% | -9.6% | -84.6% | -94.1% |
| 6M | -98.2% | -14.0% | -84.2% | -98.2% |
| YTD | -98.0% | -2.8% | -95.2% | -98.0% |
| 1Y | -100.0% | +15.6% | -115.6% | -100.0% |
| 3Y | -100.0% | +56.3% | -156.3% | -100.0% |
| 5Y | -100.0% | +39.5% | -139.5% | -100.0% |
| 10Y | -100.0% | +488.0% | -588.0% | -100.0% |
| All | -100.0% | +963.2% | -1,063.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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