+424.6%
ETSY vs VIVK
-100.0%
+524.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.6% |
| 7D | -4.9% | -4.4% | -0.5% | -4.9% |
| 30D | -8.6% | -40.8% | +32.2% | -8.6% |
| 3M | +4.8% | -94.1% | +98.9% | +4.9% |
| 6M | +38.1% | -98.2% | +136.3% | +38.5% |
| YTD | +31.2% | -98.0% | +129.3% | +31.7% |
| 1Y | +22.1% | -100.0% | +122.1% | +22.3% |
| 3Y | +12.2% | -100.0% | +112.2% | +12.1% |
| 5Y | -66.5% | -100.0% | +33.5% | -66.5% |
| All | +424.6% | -100.0% | +524.6% | +476.2% |
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