+84.1%
F vs VIVK
-100.0%
+184.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.3% | +2.4% | -3.9% |
| 7D | -4.9% | -7.9% | +3.0% | -4.8% |
| 30D | -2.9% | -42.0% | +39.1% | -2.5% |
| 3M | -9.1% | -92.5% | +83.4% | -7.8% |
| 6M | +12.9% | -98.0% | +110.9% | +15.1% |
| YTD | +6.1% | -97.9% | +104.0% | +7.5% |
| 1Y | +22.5% | -100.0% | +122.5% | +27.3% |
| 3Y | +32.1% | -100.0% | +132.0% | +36.5% |
| 5Y | +43.7% | -100.0% | +143.7% | +48.5% |
| 10Y | +84.1% | -100.0% | +184.1% | +94.8% |
| All | +84.1% | -100.0% | +184.1% | +94.8% |
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