-100.0%
VIVK vs QSR
+203.9%
-303.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -9.5% | -4.7% | -4.8% | -9.7% |
| 30D | -35.1% | +4.3% | -39.4% | -35.0% |
| 3M | -93.4% | +5.4% | -98.8% | -93.3% |
| 6M | -98.0% | +8.2% | -106.1% | -98.0% |
| YTD | -97.9% | +14.1% | -112.0% | -97.8% |
| 1Y | -100.0% | +28.1% | -128.1% | -100.0% |
| 3Y | -100.0% | +25.3% | -125.3% | -100.0% |
| 5Y | -100.0% | +40.4% | -140.4% | -100.0% |
| 10Y | -100.0% | +132.4% | -232.4% | -100.0% |
| All | -100.0% | +203.9% | -303.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling