-100.0%
VIVK vs QS
-71.4%
-28.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +7.5% | -35.0% | -28.5% |
| 7D | -68.7% | +4.5% | -73.1% | -68.8% |
| 30D | -90.0% | -4.1% | -85.9% | -90.0% |
| 3M | -98.1% | -22.1% | -75.9% | -98.0% |
| 6M | -99.9% | -38.4% | -61.5% | -99.9% |
| YTD | -99.9% | -57.5% | -42.4% | -99.9% |
| 1Y | -100.0% | -71.3% | -28.7% | -100.0% |
| All | -100.0% | -71.4% | -28.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling