-100.0%
VIVK vs QS
-47.0%
-53.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.6% | +0.3% | -6.2% |
| 7D | -7.9% | -4.2% | -3.7% | -7.8% |
| 30D | -42.0% | -15.7% | -26.3% | -41.7% |
| 3M | -92.5% | -28.7% | -63.8% | -92.4% |
| 6M | -98.0% | -23.2% | -74.8% | -98.0% |
| YTD | -97.9% | -49.9% | -48.0% | -97.9% |
| 1Y | -100.0% | -38.8% | -61.2% | -100.0% |
| 3Y | -100.0% | -24.0% | -76.0% | -100.0% |
| 5Y | -100.0% | -75.6% | -24.4% | -100.0% |
| All | -100.0% | -47.0% | -53.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling