-100.0%
VIVK vs ZBRA
-40.4%
-59.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.8% | -9.2% | -7.7% |
| 7D | -4.4% | -3.4% | -1.0% | -3.9% |
| 30D | -40.8% | -7.4% | -33.4% | -40.1% |
| 3M | -94.1% | +57.5% | -151.7% | -94.8% |
| 6M | -98.2% | +64.0% | -162.2% | -98.4% |
| YTD | -98.0% | +44.3% | -142.3% | -98.2% |
| 1Y | -100.0% | +10.9% | -110.8% | -100.0% |
| 3Y | -100.0% | +37.5% | -137.5% | -100.0% |
| All | -100.0% | -40.4% | -59.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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