-100.0%
VIVK vs STZ
+941.6%
-1,041.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.4% |
| 7D | -1.4% | -1.9% | +0.5% | -1.7% |
| 30D | -43.6% | -1.9% | -41.7% | -43.7% |
| 3M | -95.1% | -6.2% | -88.9% | -95.2% |
| 6M | -98.2% | -14.0% | -84.2% | -98.2% |
| YTD | -97.9% | -5.1% | -92.8% | -97.9% |
| 1Y | -100.0% | -9.6% | -90.4% | -100.0% |
| 3Y | -100.0% | -47.2% | -52.7% | -100.0% |
| 5Y | -100.0% | -33.6% | -66.4% | -100.0% |
| 10Y | -100.0% | -9.8% | -90.2% | -100.0% |
| All | -100.0% | +941.6% | -1,041.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling