-100.0%
VIVK vs RVTY
+16.6%
-116.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -5.2% |
| 7D | -7.9% | -5.4% | -2.5% | -5.6% |
| 30D | -42.0% | +6.7% | -48.7% | -43.6% |
| 3M | -92.5% | +19.0% | -111.5% | -93.0% |
| 6M | -98.0% | +34.6% | -132.7% | -98.2% |
| YTD | -97.9% | +28.3% | -126.2% | -98.1% |
| 1Y | -100.0% | +46.0% | -146.0% | -100.0% |
| All | -100.0% | +16.6% | -116.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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