+116.2%
B vs VIVK
-100.0%
+216.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.3% | +12.7% | -1.5% |
| 7D | -2.7% | -48.0% | +45.3% | -2.4% |
| 30D | -4.3% | -88.4% | +84.1% | -3.3% |
| 3M | -2.3% | -98.7% | +96.4% | -0.1% |
| 6M | -16.2% | -100.0% | +83.7% | -12.8% |
| YTD | -8.8% | -100.0% | +91.1% | -5.8% |
| 1Y | +11.4% | -100.0% | +111.4% | +18.3% |
| 3Y | +174.3% | -100.0% | +274.3% | +188.7% |
| 5Y | +116.2% | -100.0% | +216.2% | +118.5% |
| All | +116.2% | -100.0% | +216.2% | +118.5% |
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