-100.0%
VIVK vs REPL
-53.9%
-46.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.2% | -6.3% |
| 7D | -7.9% | -9.6% | +1.7% | -7.8% |
| 30D | -42.0% | +5.7% | -47.7% | -42.0% |
| 3M | -92.5% | +56.4% | -148.9% | -92.6% |
| 6M | -98.0% | +67.4% | -165.4% | -98.0% |
| YTD | -97.9% | +48.7% | -146.6% | -97.9% |
| 1Y | -100.0% | +148.3% | -248.2% | -100.0% |
| 3Y | -100.0% | -26.7% | -73.3% | -100.0% |
| 5Y | -100.0% | -54.1% | -45.9% | -100.0% |
| All | -100.0% | -53.9% | -46.1% | -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