+72.3%
MSFT vs VIVK
-100.0%
+172.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.4% |
| 7D | -1.0% | -7.9% | +6.8% | -1.0% |
| 30D | -2.7% | -42.0% | +39.3% | -2.4% |
| 3M | +22.1% | -92.5% | +114.6% | +23.8% |
| 6M | +20.6% | -98.0% | +118.6% | +23.0% |
| YTD | +2.3% | -97.9% | +100.2% | +3.8% |
| 1Y | -0.5% | -100.0% | +99.4% | +3.9% |
| 3Y | +50.5% | -100.0% | +150.5% | +55.7% |
| 5Y | +72.3% | -100.0% | +172.3% | +73.2% |
| All | +72.3% | -100.0% | +172.3% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling