+17.6%
ABNB vs VIVK
-100.0%
+117.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +1.5% |
| 7D | -6.5% | -4.4% | -2.1% | -6.5% |
| 30D | -5.5% | -40.8% | +35.3% | -5.4% |
| 3M | +30.0% | -94.1% | +124.2% | +31.0% |
| 6M | +27.6% | -98.2% | +125.8% | +29.0% |
| YTD | +25.4% | -98.0% | +123.4% | +26.3% |
| 1Y | +38.3% | -100.0% | +138.3% | +41.3% |
| 3Y | +15.5% | -100.0% | +115.5% | +17.2% |
| 5Y | +3.0% | -100.0% | +103.0% | +3.4% |
| All | +17.6% | -100.0% | +117.6% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling