-100.0%
VIVK vs QS
-36.7%
-63.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.5% |
| 7D | -4.4% | -3.6% | -0.7% | -4.2% |
| 30D | -40.8% | -17.2% | -23.6% | -40.4% |
| 3M | -94.1% | -27.0% | -67.2% | -93.9% |
| 6M | -98.2% | -24.6% | -73.6% | -98.2% |
| YTD | -98.0% | -49.3% | -48.7% | -97.8% |
| 1Y | -100.0% | -40.3% | -59.6% | -99.9% |
| All | -100.0% | -36.7% | -63.3% | -99.9% |
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