+274.2%
CME vs VIVK
-100.0%
+374.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -1.6% | -4.4% | +2.8% | -1.6% |
| 30D | +5.6% | -40.8% | +46.4% | +5.8% |
| 3M | +5.6% | -94.1% | +99.7% | +6.8% |
| 6M | -8.3% | -98.2% | +89.9% | -7.0% |
| YTD | +4.3% | -98.0% | +102.3% | +5.4% |
| 1Y | +9.1% | -100.0% | +109.1% | +12.0% |
| 3Y | +52.1% | -100.0% | +152.0% | +55.5% |
| 5Y | +79.7% | -100.0% | +179.7% | +83.2% |
| All | +274.2% | -100.0% | +374.2% | +284.1% |
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 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