+4,404.4%
DELL vs VIVK
-100.0%
+4,504.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -7.4% | +19.4% | +12.0% |
| 7D | +8.2% | -4.4% | +12.6% | +8.3% |
| 30D | +17.1% | -40.8% | +57.9% | +17.6% |
| 3M | +45.2% | -94.1% | +139.3% | +47.7% |
| 6M | +286.8% | -98.2% | +385.0% | +295.2% |
| YTD | +354.8% | -98.0% | +452.8% | +362.3% |
| 1Y | +358.3% | -100.0% | +458.2% | +376.9% |
| 3Y | +724.9% | -100.0% | +824.9% | +755.1% |
| 5Y | +1,193.7% | -100.0% | +1,293.7% | +1,242.5% |
| All | +4,404.4% | -100.0% | +4,504.4% | +4,482.2% |
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