-100.0%
VIVK vs Z
-2.5%
-97.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.0% | -11.4% | -7.5% |
| 7D | -4.4% | -6.0% | +1.7% | -4.3% |
| 30D | -40.8% | -2.3% | -38.5% | -40.8% |
| 3M | -94.1% | -0.6% | -93.5% | -94.1% |
| 6M | -98.2% | -27.6% | -70.6% | -98.2% |
| YTD | -98.0% | -52.4% | -45.7% | -98.0% |
| 1Y | -100.0% | -63.6% | -36.4% | -100.0% |
| 3Y | -100.0% | -36.4% | -63.6% | -100.0% |
| 5Y | -100.0% | -64.6% | -35.4% | -100.0% |
| All | -100.0% | -2.5% | -97.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling