-100.0%
VIVK vs TENB
-35.4%
-64.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.0% | -1.4% | -6.3% |
| 7D | -4.4% | -12.1% | +7.7% | -2.1% |
| 30D | -40.8% | -18.6% | -22.2% | -38.7% |
| 3M | -94.1% | +12.1% | -106.2% | -94.4% |
| 6M | -98.2% | +46.8% | -145.0% | -98.4% |
| YTD | -98.0% | +28.0% | -126.0% | -98.2% |
| 1Y | -100.0% | -1.4% | -98.6% | -100.0% |
| 3Y | -100.0% | -33.9% | -66.0% | -100.0% |
| All | -100.0% | -35.4% | -64.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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