-100.0%
VIVK vs USFR
+20.6%
-120.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.9% |
| 7D | -4.4% | +0.1% | -4.5% | -5.3% |
| 30D | -40.8% | +0.4% | -41.2% | -42.4% |
| 3M | -94.1% | +1.0% | -95.2% | -94.6% |
| 6M | -98.2% | +2.0% | -100.2% | -98.4% |
| YTD | -98.0% | +2.8% | -100.8% | -98.4% |
| 1Y | -100.0% | +4.1% | -104.1% | -100.0% |
| 3Y | -100.0% | +14.1% | -114.1% | -100.0% |
| All | -100.0% | +20.6% | -120.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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