-100.0%
VIVK vs PL
+20.8%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +10.4% | +23.7% | +32.6% |
| 7D | -42.9% | -6.8% | -36.1% | -41.8% |
| 30D | -88.6% | -29.3% | -59.3% | -87.8% |
| 3M | -97.7% | -44.8% | -52.9% | -97.5% |
| 6M | -99.9% | -68.4% | -31.5% | -99.9% |
| YTD | -99.9% | -36.4% | -63.6% | -99.9% |
| 1Y | -100.0% | +0.7% | -100.7% | -100.0% |
| 3Y | -100.0% | +455.3% | -555.3% | -100.0% |
| All | -100.0% | +20.8% | -120.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling