+275.2%
ADP vs VIVK
-100.0%
+375.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | -5.7% | -9.5% | +3.8% | -5.7% |
| 30D | -1.4% | -35.1% | +33.7% | -1.2% |
| 3M | +16.6% | -93.4% | +109.9% | +17.8% |
| 6M | +24.9% | -98.0% | +122.9% | +26.6% |
| YTD | +5.6% | -97.9% | +103.4% | +6.6% |
| 1Y | -6.0% | -100.0% | +93.9% | -3.4% |
| 3Y | +14.5% | -100.0% | +114.4% | +17.1% |
| 5Y | +47.9% | -100.0% | +147.9% | +51.2% |
| All | +275.2% | -100.0% | +375.2% | +272.2% |
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