+966.8%
MOD vs VIVK
-100.0%
+1,066.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -23.6% | +33.4% | +10.2% |
| 7D | -13.9% | -44.2% | +30.3% | -13.4% |
| 30D | -41.5% | -90.0% | +48.5% | -40.3% |
| 3M | -45.7% | -98.0% | +52.3% | -43.9% |
| 6M | -61.1% | -99.9% | +38.8% | -58.8% |
| YTD | -20.5% | -99.9% | +79.4% | -16.8% |
| 1Y | -32.1% | -100.0% | +67.9% | -27.2% |
| 3Y | +146.5% | -100.0% | +246.5% | +164.8% |
| 5Y | +812.7% | -100.0% | +912.7% | +883.4% |
| 10Y | +966.8% | -100.0% | +1,066.8% | +1,046.3% |
| All | +966.8% | -100.0% | +1,066.8% | +1,046.3% |
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