+67.3%
F vs VIVK
-100.0%
+167.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.1% |
| 7D | -3.1% | -57.7% | +54.6% | -2.5% |
| 30D | 0.0% | -87.3% | +87.3% | +1.3% |
| 3M | -13.2% | -98.9% | +85.7% | -10.7% |
| 6M | -10.2% | -100.0% | +89.7% | -5.9% |
| YTD | -4.9% | -100.0% | +95.0% | -1.1% |
| 1Y | -6.1% | -100.0% | +93.9% | -0.5% |
| 3Y | +46.0% | -100.0% | +146.0% | +54.7% |
| 5Y | -15.7% | -100.0% | +84.3% | -10.6% |
| All | +67.3% | -100.0% | +167.3% | +88.9% |
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