-12.1%
DOW vs VIVK
-100.0%
+87.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -1.9% |
| 7D | -1.4% | -4.4% | +3.0% | -1.3% |
| 30D | -3.9% | -40.8% | +36.9% | -2.7% |
| 3M | -12.7% | -94.1% | +81.5% | -7.8% |
| 6M | -13.7% | -98.2% | +84.5% | -7.8% |
| YTD | +28.4% | -98.0% | +126.4% | +34.5% |
| 1Y | +21.8% | -100.0% | +121.7% | +38.9% |
| 3Y | -35.7% | -100.0% | +64.3% | -28.1% |
| 5Y | -36.8% | -100.0% | +63.2% | -29.0% |
| All | -12.1% | -100.0% | +87.9% | -12.9% |
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 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