+22.7%
DIS vs VIVK
-100.0%
+122.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | -1.3% | -9.5% | +8.2% | -1.2% |
| 30D | +2.2% | -35.1% | +37.3% | +2.5% |
| 3M | +8.1% | -93.4% | +101.5% | +9.7% |
| 6M | +5.2% | -98.0% | +103.2% | +7.2% |
| YTD | -6.3% | -97.9% | +91.6% | -4.9% |
| 1Y | -7.3% | -100.0% | +92.7% | -4.1% |
| 3Y | +33.8% | -100.0% | +133.8% | +37.5% |
| 5Y | -40.7% | -100.0% | +59.3% | -39.0% |
| All | +22.7% | -100.0% | +122.6% | +19.8% |
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