-62.3%
W vs VIVK
-100.0%
+37.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.2% |
| 7D | +5.9% | -7.9% | +13.8% | +6.0% |
| 30D | -3.0% | -42.0% | +38.9% | -2.4% |
| 3M | +40.3% | -92.5% | +132.8% | +45.0% |
| 6M | +32.2% | -98.0% | +130.2% | +38.7% |
| YTD | -0.3% | -97.9% | +97.6% | +2.7% |
| 1Y | +16.2% | -100.0% | +116.1% | +32.4% |
| 3Y | +40.7% | -100.0% | +140.7% | +52.6% |
| 5Y | -62.3% | -100.0% | +37.7% | -57.0% |
| All | -62.3% | -100.0% | +37.7% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling