+2,218.2%
MSCI vs VIVK
-100.0%
+2,318.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.0% | -0.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +0.6% | -43.6% | +44.2% | +0.6% |
| 3M | -7.1% | -95.1% | +88.1% | -7.0% |
| 6M | +0.8% | -98.2% | +99.0% | +1.0% |
| YTD | +1.0% | -97.9% | +98.9% | +1.1% |
| 1Y | +4.3% | -100.0% | +104.3% | +4.6% |
| 3Y | +9.9% | -100.0% | +109.9% | +10.2% |
| 5Y | -6.8% | -100.0% | +93.2% | -6.6% |
| 10Y | +614.7% | -100.0% | +714.7% | +613.0% |
| All | +2,218.2% | -100.0% | +2,318.2% | +2,158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling