+209.1%
INTU vs VIVK
-100.0%
+309.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -9.2% | -9.5% | +0.3% | -9.1% |
| 30D | -7.0% | -35.1% | +28.1% | -6.8% |
| 3M | +10.5% | -93.4% | +103.9% | +11.7% |
| 6M | -30.6% | -98.0% | +67.4% | -29.6% |
| YTD | -52.3% | -97.9% | +45.5% | -51.8% |
| 1Y | -51.8% | -100.0% | +48.2% | -50.6% |
| 3Y | -41.8% | -100.0% | +58.1% | -40.6% |
| 5Y | -42.8% | -100.0% | +57.2% | -41.6% |
| All | +209.1% | -100.0% | +309.1% | +202.0% |
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