+99.6%
DE vs VIVK
-100.0%
+199.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 3M | +19.1% | -94.1% | +113.3% | +21.3% |
| 6M | +14.4% | -98.2% | +112.6% | +17.0% |
| YTD | +45.9% | -98.0% | +144.0% | +47.8% |
| 1Y | +43.6% | -100.0% | +143.6% | +51.1% |
| 3Y | +75.9% | -100.0% | +175.9% | +82.3% |
| All | +99.6% | -100.0% | +199.6% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling