+50.9%
XYZ vs VIVK
-100.0%
+150.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.3% |
| 7D | +2.9% | +13.1% | -10.2% | +2.7% |
| 30D | +1.4% | -29.7% | +31.1% | +1.6% |
| 3M | +14.6% | -93.0% | +107.5% | +16.2% |
| 6M | +20.8% | -98.0% | +118.7% | +23.4% |
| YTD | +23.1% | -97.8% | +120.8% | +25.9% |
| 1Y | +5.6% | -100.0% | +105.6% | +10.5% |
| 3Y | +50.9% | -100.0% | +150.9% | +32.3% |
| All | +50.9% | -100.0% | +150.9% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling