-100.0%
VIVK vs Z
+17.0%
-117.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.4% | +14.1% | +7.6% |
| 7D | +13.1% | -3.3% | +16.3% | +13.0% |
| 30D | -29.7% | -3.7% | -25.9% | -29.7% |
| 3M | -93.0% | -7.0% | -86.0% | -93.0% |
| 6M | -98.0% | -29.5% | -68.5% | -98.0% |
| YTD | -97.8% | -52.6% | -45.2% | -97.8% |
| 1Y | -100.0% | -64.0% | -36.0% | -100.0% |
| 3Y | -100.0% | -36.4% | -63.5% | -100.0% |
| 5Y | -100.0% | -65.8% | -34.2% | -100.0% |
| 10Y | -100.0% | -5.8% | -94.2% | -100.0% |
| All | -100.0% | +17.0% | -117.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling