+379.9%
CSCO vs VIVK
-100.0%
+479.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.4% | +11.8% | +4.4% |
| 7D | +2.7% | -4.4% | +7.1% | +2.7% |
| 30D | -9.5% | -40.8% | +31.3% | -9.4% |
| 3M | -7.6% | -94.1% | +86.5% | -7.3% |
| 6M | +44.9% | -98.2% | +143.1% | +45.5% |
| YTD | +47.7% | -98.0% | +145.7% | +48.0% |
| 1Y | +69.1% | -100.0% | +169.0% | +70.4% |
| 3Y | +113.5% | -100.0% | +213.5% | +115.1% |
| 5Y | +122.8% | -100.0% | +222.8% | +124.7% |
| All | +379.9% | -100.0% | +479.9% | +388.0% |
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 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