-35.5%
DOW vs VIVK
-100.0%
+64.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | -2.4% | -9.5% | +7.1% | -2.2% |
| 30D | -4.1% | -35.1% | +31.0% | -3.4% |
| 3M | -12.4% | -93.4% | +80.9% | -9.3% |
| 6M | -10.6% | -98.0% | +87.4% | -6.9% |
| YTD | +31.1% | -97.9% | +128.9% | +35.0% |
| 1Y | +30.5% | -100.0% | +130.5% | +41.9% |
| 3Y | -34.4% | -100.0% | +65.6% | -29.5% |
| 5Y | -35.5% | -100.0% | +64.5% | -31.4% |
| All | -35.5% | -100.0% | +64.5% | -31.4% |
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