+1,472.1%
AXTI vs VIVK
-100.0%
+1,572.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | +5.1% | -4.4% | +9.5% | +5.1% |
| 30D | -17.5% | -40.8% | +23.4% | -17.4% |
| 3M | -26.7% | -94.1% | +67.5% | -26.4% |
| 6M | +36.8% | -98.2% | +135.0% | +37.3% |
| YTD | +296.1% | -98.0% | +394.2% | +293.9% |
| 1Y | +1,810.6% | -100.0% | +1,910.6% | +1,845.1% |
| 3Y | +2,587.6% | -100.0% | +2,687.5% | +2,610.7% |
| 5Y | +601.7% | -100.0% | +701.7% | +608.3% |
| All | +1,472.1% | -100.0% | +1,572.1% | +1,470.6% |
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