+105.0%
DAL vs VIVK
-100.0%
+205.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.3% | -5.2% |
| 7D | +1.4% | -38.6% | +40.0% | +1.6% |
| 30D | +9.1% | -87.7% | +96.8% | +10.4% |
| 3M | -3.5% | -98.9% | +95.4% | -0.9% |
| 6M | +23.4% | -100.0% | +123.3% | +28.9% |
| YTD | +26.0% | -100.0% | +126.0% | +30.7% |
| 1Y | +44.6% | -100.0% | +144.6% | +52.7% |
| 3Y | +162.7% | -100.0% | +262.7% | +177.1% |
| 5Y | +113.0% | -100.0% | +213.0% | +125.0% |
| All | +105.0% | -100.0% | +205.0% | +116.5% |
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