+651.5%
ADI vs VIVK
-100.0%
+751.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.4% | +12.2% | +4.9% |
| 7D | +4.6% | -4.4% | +8.9% | +4.6% |
| 30D | -1.2% | -40.8% | +39.6% | -0.8% |
| 3M | -7.8% | -94.1% | +86.3% | -6.4% |
| 6M | +19.3% | -98.2% | +117.5% | +21.6% |
| YTD | +40.9% | -98.0% | +138.9% | +42.6% |
| 1Y | +54.5% | -100.0% | +154.5% | +60.5% |
| 3Y | +123.4% | -100.0% | +223.4% | +130.5% |
| 5Y | +142.3% | -100.0% | +242.3% | +150.3% |
| All | +651.5% | -100.0% | +751.5% | +649.8% |
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