-100.0%
VIVK vs TENB
+1.3%
-101.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.3% | -6.3% |
| 7D | -7.9% | -1.7% | -6.2% | -7.7% |
| 30D | -42.0% | -8.3% | -33.7% | -41.4% |
| 3M | -92.5% | +26.2% | -118.7% | -92.9% |
| 6M | -98.0% | +60.2% | -158.2% | -98.2% |
| YTD | -97.9% | +43.1% | -141.0% | -98.0% |
| 1Y | -100.0% | +9.4% | -109.3% | -100.0% |
| 3Y | -100.0% | -23.9% | -76.1% | -100.0% |
| 5Y | -100.0% | -28.2% | -71.8% | -100.0% |
| All | -100.0% | +1.3% | -101.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling