-100.0%
VIVK vs TRU
+226.0%
-326.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.6% | -6.1% |
| 7D | -7.9% | -6.5% | -1.4% | -6.1% |
| 30D | -42.0% | -2.5% | -39.5% | -41.6% |
| 3M | -92.5% | +10.4% | -102.9% | -92.8% |
| 6M | -98.0% | +1.6% | -99.7% | -98.0% |
| YTD | -97.9% | -9.7% | -88.2% | -97.9% |
| 1Y | -100.0% | -17.3% | -82.7% | -100.0% |
| 3Y | -100.0% | -1.8% | -98.2% | -100.0% |
| 5Y | -100.0% | -36.2% | -63.8% | -100.0% |
| 10Y | -100.0% | +143.2% | -243.2% | -100.0% |
| All | -100.0% | +226.0% | -326.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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