-100.0%
VIVK vs RUN
-32.6%
-67.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.6% | -1.8% | -6.2% |
| 7D | -7.9% | -1.8% | -6.1% | -7.8% |
| 30D | -42.0% | -10.8% | -31.1% | -41.7% |
| 3M | -92.5% | -30.2% | -62.3% | -92.4% |
| 6M | -98.0% | -22.3% | -75.7% | -98.0% |
| YTD | -97.9% | -52.2% | -45.7% | -97.9% |
| 1Y | -100.0% | -45.1% | -54.9% | -100.0% |
| 3Y | -100.0% | -37.1% | -62.9% | -100.0% |
| 5Y | -100.0% | -80.3% | -19.7% | -100.0% |
| 10Y | -100.0% | +45.2% | -145.2% | -100.0% |
| All | -100.0% | -32.6% | -67.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling