-100.0%
VIVK vs TAP
-1.4%
-98.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.2% | -9.6% |
| 7D | -38.6% | -6.3% | -32.3% | -39.0% |
| 30D | -87.7% | +2.7% | -90.4% | -87.7% |
| 3M | -98.9% | -3.7% | -95.1% | -98.9% |
| 6M | -100.0% | -2.0% | -97.9% | -100.0% |
| YTD | -100.0% | -12.3% | -87.6% | -100.0% |
| 1Y | -100.0% | -10.1% | -89.9% | -100.0% |
| 3Y | -100.0% | -25.3% | -74.7% | -100.0% |
| 5Y | -100.0% | -1.9% | -98.1% | -100.0% |
| All | -100.0% | -1.4% | -98.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling