+1,008.4%
ASX vs VIVK
-100.0%
+1,108.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.5% | -4.0% |
| 7D | +22.1% | -38.6% | +60.8% | +22.3% |
| 30D | -23.8% | -87.7% | +64.0% | -23.2% |
| 3M | -7.6% | -98.9% | +91.3% | -6.4% |
| 6M | +6.9% | -100.0% | +106.9% | +9.1% |
| YTD | +127.7% | -100.0% | +227.6% | +131.2% |
| 1Y | +144.5% | -100.0% | +244.5% | +150.4% |
| 3Y | +377.8% | -100.0% | +477.8% | +388.9% |
| 5Y | +498.2% | -100.0% | +598.2% | +513.2% |
| All | +1,008.4% | -100.0% | +1,108.4% | +1,120.3% |
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