-100.0%
VIVK vs PL
+41.8%
-141.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.5% | -9.1% |
| 7D | -38.6% | +22.3% | -60.9% | -40.6% |
| 30D | -87.7% | -8.3% | -79.4% | -87.5% |
| 3M | -98.9% | -43.3% | -55.6% | -98.8% |
| 6M | -100.0% | -65.8% | -34.1% | -99.9% |
| YTD | -100.0% | -29.5% | -70.4% | -100.0% |
| 1Y | -100.0% | +11.7% | -111.7% | -100.0% |
| 3Y | -100.0% | +540.6% | -640.6% | -100.0% |
| 5Y | -100.0% | +32.9% | -132.9% | -100.0% |
| All | -100.0% | +41.8% | -141.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling