+631.0%
MSCI vs VIVK
-100.0%
+731.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +0.6% |
| 7D | -1.1% | -7.9% | +6.8% | -1.1% |
| 30D | -1.2% | -42.0% | +40.8% | -1.3% |
| 3M | -8.4% | -92.5% | +84.1% | -8.4% |
| 6M | -1.0% | -98.0% | +97.0% | -1.0% |
| YTD | -2.3% | -97.9% | +95.6% | -2.2% |
| 1Y | -1.2% | -100.0% | +98.8% | -1.0% |
| 3Y | +7.9% | -100.0% | +107.9% | +8.0% |
| 5Y | -10.1% | -100.0% | +89.9% | -9.9% |
| 10Y | +631.0% | -100.0% | +731.0% | +608.3% |
| All | +631.0% | -100.0% | +731.0% | +608.3% |
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