+336.7%
COP vs VIVK
-100.0%
+436.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.7% |
| 7D | +4.4% | -57.7% | +62.1% | +5.3% |
| 30D | 0.0% | -87.3% | +87.2% | +1.7% |
| 3M | +15.0% | -98.9% | +113.9% | +19.7% |
| 6M | +22.0% | -100.0% | +122.0% | +30.1% |
| YTD | +55.3% | -100.0% | +155.3% | +64.1% |
| 1Y | +64.1% | -100.0% | +164.1% | +77.6% |
| 3Y | +34.1% | -100.0% | +134.1% | +45.0% |
| 5Y | +133.4% | -100.0% | +233.4% | +153.6% |
| All | +336.7% | -100.0% | +436.7% | +359.7% |
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