+755.6%
GOOGL vs VIVK
-100.0%
+855.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +1.8% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | -1.4% | -40.8% | +39.4% | -1.3% |
| 3M | -5.3% | -94.1% | +88.8% | -4.9% |
| 6M | +9.8% | -98.2% | +108.0% | +10.4% |
| YTD | +8.4% | -98.0% | +106.4% | +8.8% |
| 1Y | +41.2% | -100.0% | +141.2% | +42.8% |
| 3Y | +149.6% | -100.0% | +249.6% | +152.0% |
| 5Y | +142.6% | -100.0% | +242.6% | +145.4% |
| All | +755.6% | -100.0% | +855.6% | +747.7% |
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 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