-62.3%
XYZ vs VIVK
-100.0%
+37.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.3% | +14.5% | +0.2% |
| 7D | -2.2% | -48.0% | +45.8% | -1.9% |
| 30D | +11.6% | -88.4% | +100.0% | +12.8% |
| 3M | +8.4% | -98.7% | +107.1% | +11.0% |
| 6M | +17.2% | -100.0% | +117.1% | +21.9% |
| YTD | +31.7% | -100.0% | +131.7% | +36.8% |
| 1Y | +30.1% | -100.0% | +130.1% | +36.3% |
| 3Y | +66.4% | -100.0% | +166.4% | +72.8% |
| All | -62.3% | -100.0% | +37.7% | -65.3% |
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 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