-100.0%
VIVK vs REPL
-35.0%
-65.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.5% |
| 7D | -57.7% | +1.2% | -58.9% | -57.7% |
| 30D | -87.3% | +92.2% | -179.5% | -87.4% |
| 3M | -98.9% | +44.1% | -143.0% | -98.9% |
| 6M | -100.0% | +313.0% | -413.0% | -100.0% |
| YTD | -100.0% | +125.2% | -225.2% | -100.0% |
| 1Y | -100.0% | +143.8% | -243.8% | -100.0% |
| 3Y | -100.0% | +104.2% | -204.2% | -100.0% |
| All | -100.0% | -35.0% | -65.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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