+116.1%
ALL vs VIVK
-100.0%
+216.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.4% | +0.1% |
| 7D | -2.2% | -7.9% | +5.7% | -2.2% |
| 30D | -5.6% | -42.0% | +36.4% | -5.5% |
| 3M | +17.2% | -92.5% | +109.7% | +17.5% |
| 6M | +23.2% | -98.0% | +121.3% | +23.6% |
| YTD | +23.6% | -97.9% | +121.5% | +24.0% |
| 1Y | +29.2% | -100.0% | +129.1% | +32.0% |
| 3Y | +153.8% | -100.0% | +253.8% | +158.2% |
| 5Y | +116.1% | -100.0% | +216.1% | +122.0% |
| All | +116.1% | -100.0% | +216.1% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling