+153.8%
B vs VIVK
-100.0%
+253.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.1% | -1.5% |
| 7D | +2.3% | +13.1% | -10.7% | +2.2% |
| 30D | +1.4% | -29.7% | +31.0% | +1.5% |
| 3M | +12.2% | -93.0% | +105.2% | +13.6% |
| 6M | -2.1% | -98.0% | +95.8% | -0.5% |
| YTD | +2.9% | -97.8% | +100.7% | +4.2% |
| 1Y | +55.3% | -100.0% | +155.3% | +63.0% |
| 3Y | +198.7% | -100.0% | +298.7% | +208.5% |
| 5Y | +153.8% | -100.0% | +253.8% | +152.1% |
| All | +153.8% | -100.0% | +253.8% | +152.1% |
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