-100.0%
VIVK vs ROIV
+403.5%
-503.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +1.3% | -24.0% | -23.0% |
| 7D | -56.0% | +14.3% | -70.2% | -57.0% |
| 30D | -92.3% | +16.2% | -108.5% | -92.4% |
| 3M | -98.6% | +15.1% | -113.8% | -98.7% |
| 6M | -99.9% | +44.2% | -144.2% | -99.9% |
| YTD | -100.0% | +89.8% | -189.8% | -100.0% |
| 1Y | -100.0% | +94.6% | -194.6% | -100.0% |
| 3Y | -100.0% | +367.5% | -467.5% | -100.0% |
| 5Y | -100.0% | +421.4% | -521.4% | -100.0% |
| All | -100.0% | +403.5% | -503.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling