+302.3%
NEM vs VIVK
-100.0%
+402.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -1.0% | -4.4% | +3.4% | -1.0% |
| 30D | +7.8% | -40.8% | +48.6% | +8.1% |
| 3M | +30.2% | -94.1% | +124.4% | +31.7% |
| 6M | +9.6% | -98.2% | +107.8% | +11.2% |
| YTD | +27.8% | -98.0% | +125.8% | +29.2% |
| 1Y | +60.7% | -100.0% | +160.7% | +65.7% |
| 3Y | +245.3% | -100.0% | +345.3% | +254.1% |
| 5Y | +155.3% | -100.0% | +255.3% | +161.5% |
| All | +302.3% | -100.0% | +402.3% | +281.1% |
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