+35.5%
D vs VIVK
-100.0%
+135.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -1.6% | -9.5% | +7.8% | -1.6% |
| 30D | -3.5% | -35.1% | +31.6% | -3.3% |
| 3M | -1.6% | -93.4% | +91.8% | -0.4% |
| 6M | +5.8% | -98.0% | +103.8% | +7.4% |
| YTD | +14.5% | -97.9% | +112.3% | +15.7% |
| 1Y | +14.2% | -100.0% | +114.1% | +17.6% |
| 3Y | +59.0% | -100.0% | +159.0% | +62.9% |
| 5Y | +5.4% | -100.0% | +105.4% | +8.0% |
| All | +35.5% | -100.0% | +135.5% | +37.2% |
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