+291.5%
C vs VIVK
-100.0%
+391.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.5% |
| 7D | +0.3% | -9.5% | +9.7% | +0.3% |
| 30D | +2.0% | -35.1% | +37.1% | +2.3% |
| 3M | +4.4% | -93.4% | +97.7% | +5.9% |
| 6M | +28.3% | -98.0% | +126.3% | +30.8% |
| YTD | +20.5% | -97.9% | +118.3% | +22.0% |
| 1Y | +45.5% | -100.0% | +145.5% | +51.3% |
| 3Y | +274.0% | -100.0% | +374.0% | +286.5% |
| 5Y | +136.1% | -100.0% | +236.1% | +144.2% |
| All | +291.5% | -100.0% | +391.5% | +291.6% |
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