+216.9%
B vs VIVK
-100.0%
+316.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.4% | -3.1% |
| 7D | -6.2% | -38.6% | +32.5% | -6.1% |
| 30D | -6.6% | -87.7% | +81.1% | -6.0% |
| 3M | -7.9% | -98.9% | +91.0% | -6.5% |
| 6M | -16.8% | -100.0% | +83.1% | -14.6% |
| YTD | -11.7% | -100.0% | +88.3% | -9.7% |
| 1Y | +3.5% | -100.0% | +103.5% | +7.1% |
| 3Y | +165.7% | -100.0% | +265.7% | +174.6% |
| 5Y | +108.4% | -100.0% | +208.4% | +115.4% |
| All | +216.9% | -100.0% | +316.9% | +221.2% |
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