+915.1%
MSFT vs VIVK
-100.0%
+1,015.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.2% |
| 7D | -1.3% | -57.7% | +56.4% | -0.9% |
| 30D | -1.8% | -87.3% | +85.4% | -1.1% |
| 3M | +5.6% | -98.9% | +104.5% | +7.5% |
| 6M | +29.8% | -100.0% | +129.8% | +33.9% |
| YTD | +9.0% | -100.0% | +109.0% | +12.0% |
| 1Y | +4.9% | -100.0% | +104.9% | +9.3% |
| 3Y | +46.2% | -100.0% | +146.2% | +52.1% |
| 5Y | +62.1% | -100.0% | +162.1% | +68.7% |
| All | +915.1% | -100.0% | +1,015.1% | +927.9% |
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