+533.2%
XYZ vs VIVK
-100.0%
+633.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.6% | -0.7% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -1.7% | -43.6% | +41.9% | -1.4% |
| 3M | +16.7% | -95.1% | +111.9% | +18.1% |
| 6M | +26.9% | -98.2% | +125.0% | +28.6% |
| YTD | +27.1% | -97.9% | +125.1% | +28.6% |
| 1Y | +9.3% | -100.0% | +109.2% | +12.1% |
| 3Y | +42.3% | -100.0% | +142.3% | +45.1% |
| 5Y | -69.3% | -100.0% | +30.7% | -68.7% |
| 10Y | +586.8% | -100.0% | +686.8% | +616.3% |
| All | +533.2% | -100.0% | +633.2% | +567.5% |
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