+165.0%
W vs VIVK
-100.0%
+265.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.1% | +0.5% |
| 7D | +6.5% | +13.1% | -6.6% | +6.4% |
| 30D | -6.2% | -29.7% | +23.4% | -6.1% |
| 3M | +48.9% | -93.0% | +141.8% | +50.6% |
| 6M | +31.2% | -98.0% | +129.2% | +33.3% |
| YTD | -0.4% | -97.8% | +97.3% | +0.6% |
| 1Y | +14.8% | -100.0% | +114.8% | +19.0% |
| 3Y | +40.5% | -100.0% | +140.5% | +44.5% |
| 5Y | -62.1% | -100.0% | +37.9% | -61.0% |
| 10Y | +141.5% | -100.0% | +241.5% | +157.9% |
| All | +165.0% | -100.0% | +265.0% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling