-100.0%
VIVK vs TECH
+189.9%
-289.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.4% | -7.4% |
| 7D | -4.4% | -0.4% | -3.9% | -4.3% |
| 30D | -40.8% | 0.0% | -40.8% | -40.8% |
| 3M | -94.1% | +33.7% | -127.8% | -94.6% |
| 6M | -98.2% | +34.9% | -133.1% | -98.4% |
| YTD | -98.0% | +23.2% | -121.2% | -98.1% |
| 1Y | -100.0% | +36.3% | -136.3% | -100.0% |
| 3Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 5Y | -100.0% | -42.9% | -57.1% | -100.0% |
| All | -100.0% | +189.9% | -289.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling