-100.0%
VIVK vs PL
+46.6%
-146.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +14.5% | -38.1% | -25.6% |
| 7D | -44.2% | +10.9% | -55.1% | -45.0% |
| 30D | -90.0% | -16.4% | -73.7% | -89.7% |
| 3M | -98.0% | -39.9% | -58.0% | -97.9% |
| 6M | -99.9% | -63.2% | -36.7% | -99.9% |
| YTD | -99.9% | -27.1% | -72.8% | -99.9% |
| 1Y | -100.0% | +12.2% | -112.2% | -100.0% |
| 3Y | -100.0% | +584.3% | -684.3% | -100.0% |
| 5Y | -100.0% | +37.0% | -137.0% | -100.0% |
| All | -100.0% | +46.6% | -146.6% | -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