+361.5%
NDAQ vs VIVK
-100.0%
+461.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | -0.9% |
| 7D | -5.9% | -4.4% | -1.5% | -5.9% |
| 30D | -4.7% | -40.8% | +36.1% | -4.5% |
| 3M | +5.5% | -94.1% | +99.7% | +6.4% |
| 6M | +7.4% | -98.2% | +105.6% | +8.6% |
| YTD | -5.5% | -98.0% | +92.5% | -4.7% |
| 1Y | -3.7% | -100.0% | +96.3% | -1.7% |
| 3Y | +85.0% | -100.0% | +185.0% | +88.2% |
| 5Y | +49.0% | -100.0% | +149.0% | +51.6% |
| All | +361.5% | -100.0% | +461.5% | +360.7% |
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