+24.3%
W vs VIVK
-100.0%
+124.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -27.5% | +38.4% | +10.6% |
| 7D | +8.4% | -68.7% | +77.0% | +7.0% |
| 30D | +16.5% | -90.0% | +106.5% | +13.5% |
| 3M | +6.4% | -98.1% | +104.5% | +1.4% |
| 6M | +90.5% | -99.9% | +190.4% | +81.9% |
| YTD | +23.1% | -99.9% | +123.0% | +17.6% |
| 1Y | +24.3% | -100.0% | +124.3% | +57.2% |
| All | +24.3% | -100.0% | +124.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling