+197.1%
ABT vs VIVK
-100.0%
+297.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -1.3% |
| 7D | -5.9% | -4.4% | -1.5% | -5.9% |
| 30D | -8.1% | -40.8% | +32.7% | -7.9% |
| 3M | +14.5% | -94.1% | +108.7% | +15.9% |
| 6M | -6.3% | -98.2% | +91.9% | -4.9% |
| YTD | -17.1% | -98.0% | +80.9% | -16.3% |
| 1Y | -21.4% | -100.0% | +78.6% | -19.3% |
| 3Y | +5.9% | -100.0% | +105.9% | +8.3% |
| 5Y | -12.8% | -100.0% | +87.2% | -10.7% |
| All | +197.1% | -100.0% | +297.1% | +194.8% |
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