+151.4%
ADBE vs VIVK
-100.0%
+251.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +1.4% |
| 7D | -5.4% | -4.4% | -1.0% | -5.3% |
| 30D | -2.5% | -40.8% | +38.3% | -2.2% |
| 3M | +15.3% | -94.1% | +109.4% | +17.1% |
| 6M | -7.8% | -98.2% | +90.3% | -6.1% |
| YTD | -27.9% | -98.0% | +70.1% | -26.8% |
| 1Y | -28.0% | -100.0% | +71.9% | -25.5% |
| 3Y | -55.3% | -100.0% | +44.7% | -53.9% |
| 5Y | -61.7% | -100.0% | +38.3% | -60.5% |
| All | +151.4% | -100.0% | +251.4% | +149.8% |
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