-100.0%
VIVK vs PL
+536.4%
-636.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.8% | -7.4% |
| 7D | -57.7% | +10.0% | -67.7% | -58.4% |
| 30D | -87.3% | -2.3% | -85.0% | -87.2% |
| 3M | -98.9% | -44.2% | -54.7% | -98.8% |
| 6M | -100.0% | -66.1% | -33.8% | -99.9% |
| YTD | -100.0% | -30.0% | -70.0% | -100.0% |
| 1Y | -100.0% | +21.0% | -121.0% | -100.0% |
| 3Y | -100.0% | +516.5% | -616.5% | -100.0% |
| All | -100.0% | +536.4% | -636.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling