-100.0%
VIVK vs ZBRA
+1,270.0%
-1,370.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.2% | -6.0% |
| 7D | -7.9% | -1.8% | -6.1% | -7.7% |
| 30D | -42.0% | -8.8% | -33.2% | -41.1% |
| 3M | -92.5% | +47.2% | -139.7% | -93.2% |
| 6M | -98.0% | +61.3% | -159.3% | -98.2% |
| YTD | -97.9% | +42.0% | -139.9% | -98.1% |
| 1Y | -100.0% | +10.5% | -110.4% | -100.0% |
| 3Y | -100.0% | +34.5% | -134.5% | -100.0% |
| 5Y | -100.0% | -40.3% | -59.7% | -100.0% |
| 10Y | -100.0% | +421.5% | -521.5% | -100.0% |
| All | -100.0% | +1,270.0% | -1,370.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling