-68.6%
XYZ vs VIVK
-100.0%
+31.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.3% |
| 7D | +2.9% | +13.1% | -10.2% | +2.8% |
| 30D | +1.4% | -29.7% | +31.1% | +1.6% |
| 3M | +14.6% | -93.0% | +107.5% | +15.9% |
| 6M | +20.8% | -98.0% | +118.7% | +22.8% |
| YTD | +23.1% | -97.8% | +120.8% | +25.1% |
| 1Y | +5.6% | -100.0% | +105.6% | +9.1% |
| 3Y | +50.9% | -100.0% | +150.9% | +52.9% |
| 5Y | -68.6% | -100.0% | +31.4% | -69.3% |
| All | -68.6% | -100.0% | +31.4% | -69.3% |
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