-100.0%
VIVK vs RJF
+1,503.8%
-1,603.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.3% |
| 7D | -7.9% | -0.3% | -7.6% | -7.8% |
| 30D | -42.0% | -2.0% | -39.9% | -41.8% |
| 3M | -92.5% | +16.3% | -108.8% | -92.7% |
| 6M | -98.0% | +16.9% | -114.9% | -98.1% |
| YTD | -97.9% | +10.4% | -108.3% | -98.0% |
| 1Y | -100.0% | +7.4% | -107.4% | -100.0% |
| 3Y | -100.0% | +72.2% | -172.2% | -100.0% |
| 5Y | -100.0% | +105.1% | -205.1% | -100.0% |
| 10Y | -100.0% | +430.9% | -530.9% | -100.0% |
| All | -100.0% | +1,503.8% | -1,603.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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