-100.0%
VIVK vs RSG
+1,153.2%
-1,253.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | -9.5% | -1.8% | -7.7% | -8.6% |
| 30D | -35.1% | +2.8% | -37.9% | -36.0% |
| 3M | -93.4% | +4.3% | -97.7% | -93.5% |
| 6M | -98.0% | -0.5% | -97.5% | -98.0% |
| YTD | -97.9% | +5.2% | -103.1% | -97.9% |
| 1Y | -100.0% | -2.1% | -97.8% | -100.0% |
| 3Y | -100.0% | +56.5% | -156.5% | -100.0% |
| 5Y | -100.0% | +89.5% | -189.5% | -100.0% |
| 10Y | -100.0% | +424.8% | -524.8% | -100.0% |
| All | -100.0% | +1,153.2% | -1,253.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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