+247.6%
DIA vs VIVK
-100.0%
+347.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.0% |
| 7D | -1.6% | -4.4% | +2.8% | -1.5% |
| 30D | -2.0% | -40.8% | +38.8% | -1.8% |
| 3M | +3.6% | -94.1% | +97.8% | +4.6% |
| 6M | +11.5% | -98.2% | +109.7% | +12.9% |
| YTD | +10.4% | -98.0% | +108.4% | +11.3% |
| 1Y | +15.6% | -100.0% | +115.5% | +18.3% |
| 3Y | +58.9% | -100.0% | +158.9% | +62.1% |
| 5Y | +65.3% | -100.0% | +165.3% | +68.7% |
| All | +247.6% | -100.0% | +347.6% | +248.4% |
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