+199.9%
B vs VIVK
-100.0%
+299.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.5% |
| 7D | -5.0% | -9.5% | +4.4% | -5.0% |
| 30D | +8.7% | -35.1% | +43.8% | +8.9% |
| 3M | +17.3% | -93.4% | +110.7% | +18.2% |
| 6M | -5.0% | -98.0% | +92.9% | -4.1% |
| YTD | +1.4% | -97.9% | +99.3% | +2.2% |
| 1Y | +50.5% | -100.0% | +150.5% | +54.2% |
| 3Y | +194.4% | -100.0% | +294.3% | +200.1% |
| 5Y | +156.7% | -100.0% | +256.7% | +161.4% |
| All | +199.9% | -100.0% | +299.9% | +195.7% |
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