+236.7%
INTU vs VIVK
-100.0%
+336.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.5% |
| 7D | +0.1% | -57.7% | +57.7% | +0.4% |
| 30D | +10.1% | -87.3% | +97.3% | +10.9% |
| 3M | -4.2% | -98.9% | +94.7% | -2.4% |
| 6M | -7.2% | -100.0% | +92.7% | -4.4% |
| YTD | -47.7% | -100.0% | +52.3% | -46.2% |
| 1Y | -46.7% | -100.0% | +53.3% | -44.7% |
| 3Y | -34.1% | -100.0% | +65.9% | -31.6% |
| 5Y | -43.3% | -100.0% | +56.7% | -41.1% |
| All | +236.7% | -100.0% | +336.7% | +240.3% |
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