+711.2%
DIA vs VIVK
-100.0%
+811.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.1% |
| 7D | +0.1% | +13.1% | -13.0% | 0.0% |
| 30D | -2.1% | -29.7% | +27.6% | -2.0% |
| 3M | +4.2% | -93.0% | +97.1% | +4.3% |
| 6M | +11.9% | -98.0% | +109.9% | +12.1% |
| YTD | +10.8% | -97.8% | +108.6% | +10.9% |
| 1Y | +17.5% | -100.0% | +117.5% | +17.8% |
| 3Y | +59.9% | -100.0% | +159.9% | +60.3% |
| 5Y | +64.1% | -100.0% | +164.1% | +64.5% |
| 10Y | +246.2% | -100.0% | +346.2% | +246.5% |
| All | +711.2% | -100.0% | +811.2% | +719.9% |
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 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