+851.5%
DE vs VIVK
-100.0%
+951.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -2.6% | -4.4% | +1.8% | -2.5% |
| 30D | +9.0% | -40.8% | +49.8% | +9.3% |
| 3M | +19.1% | -94.1% | +113.3% | +20.8% |
| 6M | +14.4% | -98.2% | +112.6% | +16.3% |
| YTD | +45.9% | -98.0% | +144.0% | +47.6% |
| 1Y | +43.6% | -100.0% | +143.6% | +48.4% |
| 3Y | +75.9% | -100.0% | +175.9% | +80.8% |
| 5Y | +98.8% | -100.0% | +198.8% | +104.2% |
| All | +851.5% | -100.0% | +951.5% | +877.3% |
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