+31.0%
DIS vs VIVK
-100.0%
+131.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.1% |
| 7D | +0.9% | -38.6% | +39.5% | +1.1% |
| 30D | +8.9% | -87.7% | +96.6% | +10.1% |
| 3M | +14.5% | -98.9% | +113.4% | +17.5% |
| 6M | +12.2% | -100.0% | +112.2% | +17.2% |
| YTD | +4.7% | -100.0% | +104.7% | +8.6% |
| 1Y | +2.8% | -100.0% | +102.8% | +8.1% |
| 3Y | +38.1% | -100.0% | +138.1% | +45.0% |
| 5Y | -23.6% | -100.0% | +76.4% | -19.6% |
| All | +31.0% | -100.0% | +131.0% | +33.8% |
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