+274.5%
IR vs VIVK
-100.0%
+374.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -3.1% | -9.5% | +6.4% | -3.1% |
| 30D | -14.0% | -35.1% | +21.1% | -14.0% |
| 3M | +3.7% | -93.4% | +97.1% | +3.9% |
| 6M | -15.4% | -98.0% | +82.6% | -15.2% |
| YTD | -7.7% | -97.9% | +90.2% | -7.4% |
| 1Y | -8.8% | -100.0% | +91.1% | -8.7% |
| 3Y | +5.6% | -100.0% | +105.6% | +5.7% |
| 5Y | +34.3% | -100.0% | +134.3% | +34.2% |
| All | +274.5% | -100.0% | +374.5% | +313.8% |
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