-26.7%
DT vs VIVK
-100.0%
+73.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | -2.5% | -9.5% | +6.9% | -2.4% |
| 30D | +3.5% | -35.1% | +38.7% | +4.4% |
| 3M | +26.7% | -93.4% | +120.1% | +32.8% |
| 6M | +36.1% | -98.0% | +134.1% | +44.8% |
| YTD | +18.6% | -97.9% | +116.5% | +24.4% |
| 1Y | +7.9% | -100.0% | +107.9% | +21.3% |
| 3Y | +8.6% | -100.0% | +108.6% | +19.1% |
| 5Y | -26.7% | -100.0% | +73.3% | -16.7% |
| All | -26.7% | -100.0% | +73.3% | -16.7% |
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