+2,169.4%
DE vs VIVK
-100.0%
+2,269.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.5% |
| 7D | -3.0% | -7.9% | +4.9% | -3.0% |
| 30D | +11.1% | -42.0% | +53.1% | +11.2% |
| 3M | +17.6% | -92.5% | +110.1% | +17.8% |
| 6M | +13.6% | -98.0% | +111.6% | +13.8% |
| YTD | +46.3% | -97.9% | +144.2% | +46.5% |
| 1Y | +44.2% | -100.0% | +144.1% | +44.7% |
| 3Y | +76.6% | -100.0% | +176.6% | +77.2% |
| 5Y | +98.2% | -100.0% | +198.2% | +98.9% |
| 10Y | +863.5% | -100.0% | +963.5% | +865.3% |
| All | +2,169.4% | -100.0% | +2,269.4% | +2,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling