-100.0%
VIVK vs TECH
+464.0%
-564.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.3% | -6.3% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -42.0% | +0.3% | -42.2% | -42.0% |
| 3M | -92.5% | +32.9% | -125.4% | -92.9% |
| 6M | -98.0% | +32.1% | -130.1% | -98.1% |
| YTD | -97.9% | +23.4% | -121.3% | -98.0% |
| 1Y | -100.0% | +34.1% | -134.0% | -100.0% |
| 3Y | -100.0% | +2.2% | -102.2% | -100.0% |
| 5Y | -100.0% | -41.8% | -58.2% | -100.0% |
| 10Y | -100.0% | +188.9% | -288.9% | -100.0% |
| All | -100.0% | +464.0% | -564.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling