-100.0%
VIVK vs PL
-0.6%
-99.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -6.4% | -21.1% | -25.0% |
| 7D | -68.7% | -11.7% | -56.9% | -66.3% |
| 30D | -90.0% | -27.1% | -62.9% | -88.4% |
| 3M | -98.1% | -44.6% | -53.5% | -97.5% |
| 6M | -99.9% | -67.2% | -32.7% | -99.9% |
| YTD | -99.9% | -35.9% | -64.1% | -99.9% |
| 1Y | -100.0% | -0.4% | -99.6% | -100.0% |
| All | -100.0% | -0.6% | -99.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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