-100.0%
VIVK vs ROIV
+253.6%
-353.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +18.8% | -11.1% | +2.6% |
| 7D | +13.1% | +20.2% | -7.1% | +7.3% |
| 30D | -29.7% | +14.1% | -43.8% | -32.3% |
| 3M | -93.0% | +45.6% | -138.6% | -93.8% |
| 6M | -98.0% | +44.1% | -142.1% | -98.2% |
| YTD | -97.8% | +91.2% | -188.9% | -98.2% |
| 1Y | -100.0% | +221.3% | -321.3% | -100.0% |
| 3Y | -100.0% | +229.2% | -329.2% | -100.0% |
| All | -100.0% | +253.6% | -353.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling