-100.0%
VIVK vs PODD
+223.0%
-323.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.1% |
| 7D | -4.4% | -10.5% | +6.2% | -2.6% |
| 30D | -40.8% | -9.0% | -31.8% | -39.9% |
| 3M | -94.1% | -11.5% | -82.6% | -94.0% |
| 6M | -98.2% | -44.7% | -53.4% | -98.0% |
| YTD | -98.0% | -53.6% | -44.4% | -97.8% |
| 1Y | -100.0% | -61.0% | -39.0% | -100.0% |
| 3Y | -100.0% | -24.7% | -75.3% | -100.0% |
| 5Y | -100.0% | -55.5% | -44.5% | -100.0% |
| All | -100.0% | +223.0% | -323.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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