+358.0%
ALL vs VIVK
-100.0%
+458.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -4.3% | -9.5% | +5.2% | -4.3% |
| 30D | -3.6% | -35.1% | +31.5% | -3.4% |
| 3M | +13.2% | -93.4% | +106.6% | +14.2% |
| 6M | +22.5% | -98.0% | +120.5% | +23.8% |
| YTD | +22.7% | -97.9% | +120.6% | +23.7% |
| 1Y | +28.3% | -100.0% | +128.3% | +31.7% |
| 3Y | +152.0% | -100.0% | +252.0% | +157.7% |
| 5Y | +115.4% | -100.0% | +215.4% | +120.5% |
| All | +358.0% | -100.0% | +458.0% | +354.6% |
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