+46.3%
LYB vs VIVK
-100.0%
+146.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.4% | -0.9% |
| 7D | +0.3% | -4.4% | +4.6% | +0.3% |
| 30D | +2.5% | -40.8% | +43.3% | +2.9% |
| 3M | +1.4% | -94.1% | +95.5% | +3.1% |
| 6M | -3.5% | -98.2% | +94.7% | -1.6% |
| YTD | +52.0% | -98.0% | +150.0% | +54.1% |
| 1Y | +22.1% | -100.0% | +122.0% | +26.7% |
| 3Y | -22.8% | -100.0% | +77.2% | -20.1% |
| 5Y | -3.4% | -100.0% | +96.6% | -0.1% |
| All | +46.3% | -100.0% | +146.3% | +57.9% |
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