-100.0%
VIVK vs Z
-65.8%
-34.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.7% | -6.3% |
| 7D | -7.9% | -7.1% | -0.8% | -7.4% |
| 30D | -42.0% | -4.8% | -37.2% | -41.8% |
| 3M | -92.5% | -9.3% | -83.2% | -92.5% |
| 6M | -98.0% | -29.0% | -69.0% | -98.0% |
| YTD | -97.9% | -52.9% | -45.0% | -97.7% |
| 1Y | -100.0% | -63.1% | -36.8% | -100.0% |
| 3Y | -100.0% | -36.9% | -63.1% | -100.0% |
| 5Y | -100.0% | -65.5% | -34.5% | -100.0% |
| All | -100.0% | -65.8% | -34.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling