-100.0%
VIVK vs S
-56.8%
-43.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.4% | -12.7% | -12.4% |
| 7D | -1.4% | -7.7% | +6.3% | -0.6% |
| 30D | -43.6% | -5.3% | -38.3% | -43.4% |
| 3M | -95.1% | +20.3% | -115.4% | -95.2% |
| 6M | -98.2% | +47.4% | -145.6% | -98.3% |
| YTD | -97.9% | +32.5% | -130.5% | -98.0% |
| 1Y | -100.0% | +9.5% | -109.5% | -100.0% |
| 3Y | -100.0% | +15.5% | -115.5% | -100.0% |
| 5Y | -100.0% | -71.2% | -28.8% | -100.0% |
| All | -100.0% | -56.8% | -43.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling