+597.9%
XYZ vs VIVK
-100.0%
+697.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -5.2% | -9.5% | +4.3% | -5.1% |
| 30D | 0.0% | -35.1% | +35.1% | +0.3% |
| 3M | +18.7% | -93.4% | +112.0% | +20.3% |
| 6M | +20.5% | -98.0% | +118.5% | +22.7% |
| YTD | +21.5% | -97.9% | +119.3% | +23.3% |
| 1Y | +7.2% | -100.0% | +107.2% | +11.0% |
| 3Y | +49.0% | -100.0% | +148.9% | +53.1% |
| 5Y | -68.1% | -100.0% | +31.9% | -67.2% |
| All | +597.9% | -100.0% | +697.9% | +622.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling