+547.1%
XYZ vs VIVK
-100.0%
+647.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.5% | +10.3% | +2.9% |
| 7D | -1.1% | -57.7% | +56.6% | -0.7% |
| 30D | +11.5% | -87.3% | +98.8% | +12.5% |
| 3M | +1.8% | -98.9% | +100.7% | +3.9% |
| 6M | +21.2% | -100.0% | +121.2% | +25.1% |
| YTD | +29.9% | -100.0% | +129.9% | +33.8% |
| 1Y | +35.8% | -100.0% | +135.8% | +41.1% |
| 3Y | +62.6% | -100.0% | +162.6% | +68.7% |
| 5Y | -62.8% | -100.0% | +37.2% | -61.3% |
| 10Y | +612.0% | -100.0% | +712.0% | +655.1% |
| All | +547.1% | -100.0% | +647.1% | +594.5% |
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 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