+692.3%
CSCO vs VIVK
-100.0%
+792.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | -0.5% | +13.1% | -13.6% | -0.5% |
| 30D | -10.1% | -29.7% | +19.6% | -10.1% |
| 3M | -11.7% | -93.0% | +81.2% | -11.6% |
| 6M | +40.1% | -98.0% | +138.1% | +40.4% |
| YTD | +43.8% | -97.8% | +141.6% | +44.0% |
| 1Y | +66.6% | -100.0% | +166.6% | +67.2% |
| 3Y | +108.5% | -100.0% | +208.5% | +109.2% |
| 5Y | +114.0% | -100.0% | +214.0% | +114.7% |
| 10Y | +366.8% | -100.0% | +466.8% | +365.7% |
| All | +692.3% | -100.0% | +792.3% | +656.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling