-100.0%
VIVK vs S
+41.6%
-141.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.5% |
| 7D | -57.7% | +2.0% | -59.7% | -57.8% |
| 30D | -87.3% | -2.7% | -84.6% | -87.2% |
| 3M | -98.9% | -6.9% | -92.0% | -98.9% |
| 6M | -100.0% | +38.1% | -138.0% | -100.0% |
| YTD | -100.0% | +48.0% | -148.0% | -100.0% |
| 1Y | -100.0% | +34.5% | -134.5% | -100.0% |
| 3Y | -100.0% | +38.3% | -138.3% | -100.0% |
| All | -100.0% | +41.6% | -141.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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