-100.0%
VIVK vs RUN
-81.0%
-19.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.4% |
| 7D | -4.4% | -3.7% | -0.7% | -4.2% |
| 30D | -40.8% | -13.0% | -27.8% | -40.5% |
| 3M | -94.1% | -31.8% | -62.4% | -94.0% |
| 6M | -98.2% | -32.2% | -66.0% | -98.2% |
| YTD | -98.0% | -53.5% | -44.5% | -98.0% |
| 1Y | -100.0% | -46.5% | -53.4% | -100.0% |
| 3Y | -100.0% | -37.6% | -62.4% | -100.0% |
| All | -100.0% | -81.0% | -19.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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