-100.0%
VIVK vs QS
-46.4%
-53.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.4% |
| 7D | -4.4% | -3.6% | -0.7% | -4.3% |
| 30D | -40.8% | -17.2% | -23.6% | -40.6% |
| 3M | -94.1% | -27.0% | -67.2% | -94.1% |
| 6M | -98.2% | -24.6% | -73.6% | -98.2% |
| YTD | -98.0% | -49.3% | -48.7% | -98.0% |
| 1Y | -100.0% | -40.3% | -59.6% | -100.0% |
| 3Y | -100.0% | -23.8% | -76.2% | -100.0% |
| 5Y | -100.0% | -75.0% | -25.0% | -100.0% |
| All | -100.0% | -46.4% | -53.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling