-100.0%
VIVK vs QSR
+40.5%
-140.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.4% |
| 7D | -4.4% | -4.0% | -0.4% | -4.5% |
| 30D | -40.8% | +2.8% | -43.6% | -40.8% |
| 3M | -94.1% | +5.1% | -99.2% | -94.1% |
| 6M | -98.2% | +8.8% | -107.0% | -98.2% |
| YTD | -98.0% | +14.8% | -112.8% | -98.0% |
| 1Y | -100.0% | +25.7% | -125.7% | -100.0% |
| 3Y | -100.0% | +27.5% | -127.5% | -100.0% |
| All | -100.0% | +40.5% | -140.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling