-100.0%
VIVK vs STZ
+15.6%
-115.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.7% | -8.2% | -6.7% |
| 7D | -57.7% | +2.6% | -60.2% | -56.1% |
| 30D | -87.3% | +15.2% | -102.5% | -84.4% |
| 3M | -98.9% | +7.6% | -106.5% | -98.7% |
| 6M | -100.0% | +5.3% | -105.2% | -99.9% |
| YTD | -100.0% | +8.6% | -108.6% | -99.9% |
| 1Y | -100.0% | +15.6% | -115.6% | -100.0% |
| All | -100.0% | +15.6% | -115.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling