+433.3%
META vs VIVK
-100.0%
+533.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.3% | +12.4% | -1.9% |
| 7D | -0.2% | -48.0% | +47.8% | -0.1% |
| 30D | -15.4% | -88.4% | +73.1% | -15.2% |
| 3M | +5.0% | -98.7% | +103.8% | +5.7% |
| 6M | +5.2% | -100.0% | +105.1% | +6.6% |
| YTD | -4.5% | -100.0% | +95.5% | -3.4% |
| 1Y | +0.6% | -100.0% | +100.6% | +2.5% |
| 3Y | +93.1% | -100.0% | +193.1% | +96.7% |
| 5Y | +93.7% | -100.0% | +193.7% | +98.0% |
| 10Y | +433.3% | -100.0% | +533.3% | +425.9% |
| All | +433.3% | -100.0% | +533.3% | +425.9% |
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