+63.8%
DIA vs VIVK
-100.0%
+163.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -3.0% | -9.5% | +6.5% | -3.0% |
| 30D | -3.0% | -35.1% | +32.1% | -2.8% |
| 3M | +4.5% | -93.4% | +97.9% | +5.4% |
| 6M | +9.8% | -98.0% | +107.8% | +11.0% |
| YTD | +9.3% | -97.9% | +107.1% | +10.1% |
| 1Y | +16.0% | -100.0% | +115.9% | +19.0% |
| 3Y | +57.7% | -100.0% | +157.7% | +60.9% |
| 5Y | +63.8% | -100.0% | +163.8% | +67.1% |
| All | +63.8% | -100.0% | +163.8% | +67.1% |
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