+196.7%
W vs VIVK
-100.0%
+296.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.4% |
| 7D | +0.2% | -57.7% | +57.8% | +0.5% |
| 30D | +6.8% | -87.3% | +94.1% | +7.7% |
| 3M | +10.7% | -98.9% | +109.6% | +12.8% |
| 6M | +86.3% | -100.0% | +186.3% | +92.9% |
| YTD | +11.5% | -100.0% | +111.4% | +14.6% |
| 1Y | +5.1% | -100.0% | +105.1% | +10.1% |
| 3Y | +171.0% | -100.0% | +271.0% | +182.9% |
| 5Y | -56.6% | -100.0% | +43.4% | -54.6% |
| 10Y | +213.4% | -100.0% | +313.4% | +240.1% |
| All | +196.7% | -100.0% | +296.7% | +225.2% |
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 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