-100.0%
VIVK vs TAP
+4.4%
-104.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.0% | -30.5% | -26.9% |
| 7D | -68.7% | +9.9% | -78.6% | -68.3% |
| 30D | -90.0% | +18.1% | -108.2% | -89.9% |
| 3M | -98.1% | +3.2% | -101.2% | -98.0% |
| 6M | -99.9% | +8.4% | -108.3% | -99.9% |
| YTD | -99.9% | -4.4% | -95.5% | -99.9% |
| 1Y | -100.0% | +3.2% | -103.2% | -100.0% |
| All | -100.0% | +4.4% | -104.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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