+80.2%
ALB vs VIVK
-100.0%
+180.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.0% |
| 7D | -7.6% | -9.5% | +1.9% | -7.5% |
| 30D | -5.6% | -35.1% | +29.5% | -5.3% |
| 3M | -16.8% | -93.4% | +76.5% | -15.7% |
| 6M | -26.3% | -98.0% | +71.7% | -25.0% |
| YTD | -13.2% | -97.9% | +84.6% | -12.1% |
| 1Y | +68.8% | -100.0% | +168.8% | +74.9% |
| 3Y | -30.7% | -100.0% | +69.3% | -28.8% |
| 5Y | -46.3% | -100.0% | +53.7% | -44.8% |
| All | +80.2% | -100.0% | +180.2% | +72.6% |
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